Valuing variable annuity guarantees with the multivariate...

Insurance: Mathematics and Economics 2011 Vol. 49; Iss. 3

Valuing variable annuity guarantees with the multivariate Esscher transform

Andrew Cheuk-Yin Ng, Johnny Siu-Hang Li
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Volume:
49
Year:
2011
Language:
english
Pages:
8
DOI:
10.1016/j.insmatheco.2011.06.003
File:
PDF, 266 KB
english, 2011
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