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 |
| Extent: | 1 Online-Ressource (31 Seiten) Illustrationen |
|---|---|
| Series: | AFI. - Leuven, ZDB-ID 2397368-7. - Vol. AFI_1598 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011418916