SEMI-STATIC HEDGING FOR GMWB IN VARIABLE ANNUITIES.
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| Title: | SEMI-STATIC HEDGING FOR GMWB IN VARIABLE ANNUITIES. |
|---|---|
| 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 |
| FullText | Text: Availability: 0 |
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| Header | DbId: msf DbLabel: Mathematics Source An: 84479321 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: SEMI-STATIC HEDGING FOR GMWB IN VARIABLE ANNUITIES. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Kolkiewicz%2C+Adam%22">Kolkiewicz, Adam</searchLink><relatesTo>1</relatesTo><i> wakolkie@uwaterloo.ca</i><br /><searchLink fieldCode="AR" term="%22Liut%2C+Yan%22">Liut, Yan</searchLink><relatesTo>2</relatesTo><i> yan.liu@prudential.com</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22North+American+Actuarial+Journal%22">North American Actuarial Journal</searchLink>. 2012, Vol. 16 Issue 1, p112-140. 29p. |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=84479321 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1080/10920277.2012.10590635 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 29 StartPage: 112 Titles: – TitleFull: SEMI-STATIC HEDGING FOR GMWB IN VARIABLE ANNUITIES. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Kolkiewicz, Adam – PersonEntity: Name: NameFull: Liut, Yan IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 03 Text: 2012 Type: published Y: 2012 Identifiers: – Type: issn-print Value: 10920277 Numbering: – Type: volume Value: 16 – Type: issue Value: 1 Titles: – TitleFull: North American Actuarial Journal Type: main |
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