Quantile hedging for guaranteed minimum death benefits (Q659169)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quantile hedging for guaranteed minimum death benefits |
scientific article; zbMATH DE number 6004661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile hedging for guaranteed minimum death benefits |
scientific article; zbMATH DE number 6004661 |
Statements
Quantile hedging for guaranteed minimum death benefits (English)
0 references
10 February 2012
0 references
quantile hedging
0 references
variable annuities
0 references
GMDBs
0 references
stochastic control
0 references
0 references
0.9628021
0 references
0.9022766
0 references
0 references
0 references
0.88452506
0 references
0 references
0.8652673
0 references
0.8611057
0 references
