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 & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 38.2006, 2, p. 215-228
|