Quantile hedging for guaranteed minimum death benefits
type: Item
instance of: scholarly article
title: Quantile hedging for guaranteed minimum death benefits
zbMATH Open document ID: 1231.91248
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6004661
zbMATH Keywords: quantile hedging
zbMATH Keywords: variable annuities
zbMATH Keywords: GMDBs
zbMATH Keywords: stochastic control
author: Yu-Min Wang
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.09.008
OpenAlex ID: W2039298440
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DOI: 10.1016/J.INSMATHECO.2009.09.008
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description: scientific article; zbMATH DE number 6004661