A comonotonicity-based valuation method for guaranteed annuity options (Q2448346)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comonotonicity-based valuation method for guaranteed annuity options |
scientific article |
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A comonotonicity-based valuation method for guaranteed annuity options (English)
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30 April 2014
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comonotonicity
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interest rate risk
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mortality risk
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numéraire change
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guaranteed annuity option (GAO)
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annuity-linked derivatives
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