Mitigating interest rate risk in variable annuities : an analysis of hedging effectiveness under model risk
Maciej Augustyniak and Mathieu Boudreault
| Year of publication: |
2017
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|---|---|
| Authors: | Augustyniak, Maciej ; Boudreault, Mathieu |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 21.2017, 4, p. 502-525
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| Subject: | Hedging | Zinsrisiko | Interest rate risk | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2017.1316210 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011858633