Original language | English |
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Pages (from-to) | 283-296 |
Number of pages | 14 |
Journal | Insurance: Mathematics and Economics |
Volume | 33 |
Issue number | 2 |
DOIs | |
Publication status | Published - 20 Oct 2003 |
Externally published | Yes |
Event | 6th IME Conference - Lisbon, Portugal Duration: 15 Jul 2002 → 17 Jul 2002 |
Keywords
- static option replication
- guaranteed annuity options
- hedging methodology
- LIFE-INSURANCE LIABILITIES
- TERM STRUCTURE
- INTEREST-RATES
- VALUATION
- DERIVATIVES
- CONTRACTS
- FRAMEWORK
- POLICIES