Valuing variable annuity guarantees with the multivariate Esscher transform
Year of publication: |
2011
|
---|---|
Authors: | Ng, Andrew Cheuk-Yin ; Li, Johnny Siu-Hang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 393-400
|
Subject: | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Multivariate Analyse | Multivariate analysis | Lebensversicherung | Life insurance |
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