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The Impact of stochaistic volatility on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities
Section: Articles
Title: The Impact of stochaistic volatility on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities / A. Kling, F. Ruez, J. RubAuthor: Kling, A. ‌
Related records: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/11/2011 Tomo 41 Número 2 - 2011 Otros autores: Ruez, F. ‌
Rub, J. ‌
Other categories: 2
Rights: In Copyright (InC)
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