SEMI-STATIC HEDGING FOR GMWB IN VARIABLE ANNUITIES.

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Bibliographic Details
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
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