Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits
type: Item
instance of: scholarly article
title: Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits
zbMATH Open document ID: 1419.91360
author: Runhuan Feng
author: Bingji Yi
published in: Insurance Mathematics \& Economics
publication date: 2019-03-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 7043765
zbMATH Keywords: variable annuity guaranteed benefit
zbMATH Keywords: guaranteed minimum accumulation benefit
zbMATH Keywords: risk measures
zbMATH Keywords: stochastic reserving
zbMATH Keywords: dynamic hedging
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.12.003
OpenAlex ID: W2907290412
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Wikidata QID: Q128642957
DOI: 10.1016/J.INSMATHECO.2018.12.003
description: scientific article; zbMATH DE number 7043765