Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit
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Publication:5168692
DOI10.1080/10920277.2012.10590636zbMath1291.91244MaRDI QIDQ5168692
David Saunders, Mary R. Hardy, Claymore Marshall
Publication date: 19 July 2014
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2012.10590636
91G70: Statistical methods; risk measures