Hedging of guaranteed maturity benefits in unit-linked life insurance
type: Item
instance of: scholarly article
title: Hedging of guaranteed maturity benefits in unit-linked life insurance
zbMATH Open document ID: 1195.91066
author: Stefan Graf
author: Melanie Hauser
author: Hans-Joachim Zwiesler
published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
publication date: 2010-06-21T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5723765
zbMATH Keywords: delta-hedging
zbMATH Keywords: delta-rho-hedging
zbMATH Keywords: simulation
zbMATH Keywords: variable annuities
MaRDI profile type: Publication
full work available at URL: s11857-010-0105-3
OpenAlex ID: W2007648255
cites work: Risk-neutral valuation. Pricing and hedging of financial derivatives.
cites work: Interest rate models -- theory and practice. With smile, inflation and credit
DOI: 10.1007/S11857-010-0105-3
description: scientific article; zbMATH DE number 5723765