Valuation and hedging of the ruin-contingent life annuity (RCLA)
Year of publication: |
2014
|
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Authors: | Huang, H. ; Milevsky, Moshe Arye ; Salisbury, T. S. |
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. 81.2014, 2, p. 367-395
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Subject: | Leibrente | Life annuity | Private Altersvorsorge | Private retirement provision | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Risikomodell | Risk model |
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