The effect of modelling parameters on the value of GMWB guarantees
Year of publication: |
2008
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Authors: | Chen, Z. ; Vetzal, K. ; Forsyth, P.A. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 43.2008, 1, p. 165-173
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