Coping with longevity via hedging: Fair dynamic valuation of variable annuities.
| Autor: | Chen, Ze1,2 (AUTHOR) zechen@ruc.edu.cn, Feng, Runhuan3 (AUTHOR) fengrh@sem.tsinghua.edu.cn, Li, Hong4 (AUTHOR) lihong@uoguelph.ca, Yang, Tianyu1,5 (AUTHOR) yangtianyu@mail.shufe.edu.cn |
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| Zdroj: | Insurance: Mathematics & Economics. Jul2024, Vol. 117, p154-169. 16p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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