Hedging of guaranteed maturity benefits in unit-linked life insurance (Q977306)
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scientific article; zbMATH DE number 5723765
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| default for all languages | No label defined |
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| English | Hedging of guaranteed maturity benefits in unit-linked life insurance |
scientific article; zbMATH DE number 5723765 |
Statements
Hedging of guaranteed maturity benefits in unit-linked life insurance (English)
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21 June 2010
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delta-hedging
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delta-rho-hedging
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simulation
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variable annuities
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0.803898811340332
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0.7972217202186584
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0.7826915383338928
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0.7768242955207825
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