Quantile hedging for guaranteed minimum death benefits
Yumin Wang
| Year of publication: |
2009
|
|---|---|
| Authors: | Wang, Yumin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 3, p. 449-458
|
| Subject: | Theorie | Theory | Hedging | Sterblichkeit | Mortality |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517549