Semi-static hedging of variable annuities

Published 2016 View Full Article

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Title
Semi-static hedging of variable annuities
Authors
Keywords
Effective hedging, Variable annuities, Semi-static hedging, Periodic fees, Embedded guarantees
Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 67, Issue -, Pages 173-186
Publisher
Elsevier BV
Online
2016-02-05
DOI
10.1016/j.insmatheco.2016.01.004

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