Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior

Runhuan Feng, Xiaochen Jing and Jan Dhaene

Year of publication:	2015
Authors:	Feng, Runhuan ; Jing, Xiaochen ; Dhaene, Jan
Publisher:	Leuven : KU Leuven, Faculty of Economics and Business
Subject:	Theorie \| Theory \| Risiko \| Risk \| Lebensversicherung \| Life insurance \| Risikomodell \| Risk model \| Messung \| Measurement \| Risikomaß \| Risk measure \| Finanzmathematik \| Mathematical finance

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