Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measurement of a guaranteed annuity option under a stochastic modelling framework |
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Risk measurement of a guaranteed annuity option under a stochastic modelling framework (English)
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19 February 2021
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affine models
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moment-based method
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risk measures
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correlated risk factors
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insurance with option-embedded features
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