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The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees - MaRDI portal

The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468)

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scientific article; zbMATH DE number 5156667
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English
The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
scientific article; zbMATH DE number 5156667

    Statements

    The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (English)
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    23 May 2007
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    participating policy
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    maturity guarantees
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    management discretion
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    hedging
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    fair values
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    binomial tree model
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    Identifiers