Analytical Calculation of Risk Measures for Variable Annuity Guaranteed Benefits
Year of publication: |
2012
|
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Authors: | Feng, Runhuan |
Other Persons: | Volkmer, Hans (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement | Lebensversicherung | Life insurance | Finanzmathematik | Mathematical finance |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics, 51(3), 636–648 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2, 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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