Analytical calculation of risk measures for variable annuity guaranteed benefits
Runhuan Feng; Hans W. Volkmer
| Year of publication: |
2012
|
|---|---|
| Authors: | Feng, Runhuan ; Volkmer, Hans W. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 3, p. 636-648
|
| Subject: | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement | Lebensversicherung | Life insurance | Finanzmathematik | Mathematical finance |
| 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/10009683199