The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
| Year of publication: |
2007
|
|---|---|
| Authors: | Kleinow, Torsten ; Willder, Mark |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 40.2007, 3, p. 445-458
|
| Publisher: |
Elsevier |