Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits
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Publication:1735033
DOI10.1016/j.insmatheco.2018.12.003zbMath1419.91360OpenAlexW2907290412WikidataQ128642957 ScholiaQ128642957MaRDI QIDQ1735033
Publication date: 28 March 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.12.003
risk measuresdynamic hedgingstochastic reservingvariable annuity guaranteed benefitguaranteed minimum accumulation benefit
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