Coping with Longevity via Hedging : Fair Dynamic Valuation of Variable Annuities
Year of publication: |
2022
|
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Authors: | Chen, Ze ; Feng, Runhuan ; Li, Hong ; Yang, Tianyu |
Publisher: |
[S.l.] : SSRN |
Subject: | Hedging | Sterblichkeit | Mortality | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 28, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4287409 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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