Semi static hedging of variable annuities

Research output: Contribution to journal › Article › peer-review

13 Citations (Scopus)

Original language	English
Pages (from-to)	173-186
Journal	Insurance. Mathematics & Economics
Volume	67
DOIs	https://doi.org/10.1016/j.insmatheco.2016.01.004
Publication status	Published - 2016

Access to Document

@article{b95629b038884dd79446729b75791325,

title = "Semi static hedging of variable annuities",

author = "Carole Bernard and Minsuk Kwak",

year = "2016",

doi = "10.1016/j.insmatheco.2016.01.004",

language = "English",

volume = "67",

pages = "173--186",

journal = "Insurance. Mathematics & Economics",

issn = "0167-6687",

publisher = "Elsevier",

}