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  • Search: subject:"Fitting probability density function"
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Altersvorsorge 1 Delta-hedging 1 Exponential sums 1 Fitting probability density function 1 Guaranteed lifetime withdrawal benefit 1 Hedging 1 Lebensversicherung 1 Life insurance 1 Option pricing theory 1 Optionspreistheorie 1 Private Altersvorsorge 1 Private retirement provision 1 Retirement provision 1 Risiko 1 Risk 1 Risk-neutral valuation 1 Variable annuity guaranteed benefit 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Feng, Runhuan 1 Jing, Xiaochen 1
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Insurance / Mathematics & economics 1
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Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits
Feng, Runhuan; Jing, Xiaochen - In: Insurance / Mathematics & economics 72 (2017), pp. 36-48
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