Hedging guarantees in variable annuities under both equity and interest rate risks
type: Item
instance of: scholarly article
title: Hedging guarantees in variable annuities under both equity and interest rate risks
zbMATH Open document ID: 1128.91020
author: Yuying Li
author: Maria-Cristina Patron
author: Thomas F. Coleman
published in: Insurance Mathematics \& Economics
publication date: 2006-06-09T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5030461
zbMATH Keywords: lookback option
zbMATH Keywords: equity risk
zbMATH Keywords: risk minimization
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.06.002
OpenAlex ID: W2030651687
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DOI: 10.1016/J.INSMATHECO.2005.06.002
description: scientific article