Move-based hedging of variable annuities: a semi-analytic approach (Q2374095)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Move-based hedging of variable annuities: a semi-analytic approach |
scientific article |
Statements
Move-based hedging of variable annuities: a semi-analytic approach (English)
0 references
14 December 2016
0 references
variable annuities
0 references
embedded guarantees
0 references
move-based hedging
0 references
Laplace transform
0 references
semi analytic algorithm
0 references
maturity randomization
0 references
