LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946)
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scientific article; zbMATH DE number 6881260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK |
scientific article; zbMATH DE number 6881260 |
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LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (English)
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6 June 2018
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basis risk
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hedging
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segregated funds
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variable annuities
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risk measures
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risk management
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regime-switching models
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