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A comparative study of risk measures for guaranteed minimum maturity benefits by a PDE method
Feng, Runhuan
- In:
North American actuarial journal
18
(
2014
)
4
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pp. 445-461
Persistent link: https://www.econbiz.de/10011338987
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Variable annuities with VIX-linked fee structure under a Heston-type stochastic volatility model
Cui, Zhenyu
;
Feng, Runhuan
;
MacKay, Anne
- In:
North American actuarial journal
21
(
2017
)
3
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pp. 458-483
Persistent link: https://www.econbiz.de/10011858078
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