Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Abdou Kélani, François Quittard-Pinon
| Year of publication: |
March 2017
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|---|---|
| Authors: | Kélani, Abdou ; Quittard-Pinon, François |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 84.2017, 1, p. 209-238
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| Subject: | Hedging | Risikomanagement | Risk management | Levy-Prozess | Levy process | Optionspreistheorie | Option pricing theory | Lebensversicherung | Life insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jori.12087 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011658207