Hedging guarantees in variable annuities under both equity and interest rate risks
| Year of publication: |
2006
|
|---|---|
| Authors: | Coleman, Thomas F. ; Li, Yuying ; Patron, Maria-Cristina |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 38.2006, 2, p. 215-228
|
| Publisher: |
Elsevier |