Valuing variable annuity guarantees with the multivariate Esscher transform
| Year of publication: |
2011
|
|---|---|
| Authors: | Ng, Andrew Cheuk-Yin ; Li, Johnny Siu-Hang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 3, p. 393-401
|