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  • Search: subject:"Semi analytic algorithm"
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Embedded guarantees 1 Finanzmathematik 1 Hedging 1 Laplace transform 1 Lebensversicherung 1 Life insurance 1 Mathematical finance 1 Maturity randomization 1 Move-based hedging 1 Option pricing theory 1 Optionspreistheorie 1 Private Altersvorsorge 1 Private retirement provision 1 Semi analytic algorithm 1 Variable annuities 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Lin, X. Sheldon 1 Wang, Xiao 1 Wu, Panpan 1
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Insurance / Mathematics & economics 1
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Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon; Wu, Panpan; Wang, Xiao - In: Insurance / Mathematics & economics 71 (2016), pp. 40-49
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