Hedging guarantees in variable annuities under both equity and interest rate risks
Year of publication: |
2006
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Authors: | Coleman, Thomas F. ; Li, Yuying ; Patron, Maria-Cristina |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 38.2006, 2, p. 215-228
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