Valuing variable annuity guarantees with the multivariate Esscher transform
Andrew Cheuk-Yin Ng; Johnny Siu-Hang Li
| Year of publication: |
2011
|
|---|---|
| Authors: | Ng, Andrew Cheuk-Yin ; Li, Johnny Siu-Hang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 393-400
|
| Subject: | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009404699