Hedging of variable annuities under basis risk
Jan Bauer
| Year of publication: |
2020
|
|---|---|
| Authors: | Bauer, Jan |
| Subject: | basis risk | hedging | variable annuities | GMAB | Hedging | Lebensversicherung | Life insurance | Risiko | Risk | Theorie | Theory | Derivat | Derivative | Risikomanagement | Risk management | Private Altersvorsorge | Private retirement provision | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/apjri-2019-0040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299298