Pricing and hedging of variable annuities with state-dependent fees

Published 2014 View Full Article

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Title
Pricing and hedging of variable annuities with state-dependent fees
Authors
Keywords
-
Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 58, Issue -, Pages 24-33
Publisher
Elsevier BV
Online
2014-06-13
DOI
10.1016/j.insmatheco.2014.06.002

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