Modeling partial Greeks of variable annuities with dependence (Q2404548)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling partial Greeks of variable annuities with dependence |
scientific article |
Statements
Modeling partial Greeks of variable annuities with dependence (English)
0 references
19 September 2017
0 references
variable annuity
0 references
portfolio valuation
0 references
metamodeling
0 references
gamma distribution
0 references
copula
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
