SEMI-STATIC HEDGING FOR GMWB IN VARIABLE ANNUITIES.
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| Title: | SEMI-STATIC HEDGING FOR GMWB IN VARIABLE ANNUITIES. |
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| Authors: | Kolkiewicz, Adam1 wakolkie@uwaterloo.ca, Liut, Yan2 yan.liu@prudential.com |
| Source: | North American Actuarial Journal. 2012, Vol. 16 Issue 1, p112-140. 29p. |
| Database: | Mathematics Source |
| ISSN: | 10920277 |
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| DOI: | 10.1080/10920277.2012.10590635 |
