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AuthorKling, Alexanderdc.contributor.author
AuthorRuez, Frederikdc.contributor.author
AuthorRuss, Jochendc.contributor.author
Date of accession2020-04-08T09:15:50Zdc.date.accessioned
Available in OPARU since2020-04-08T09:15:50Zdc.date.available
Date of first publication2011dc.date.issued
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
KeywordVariable Annuitiesdc.subject
KeywordGuaranteed Minimum Benefitsdc.subject
KeywordPricingdc.subject
KeywordHedgingdc.subject
KeywordHedge Performancedc.subject
KeywordStochastic Volatilitydc.subject
KeywordModel Riskdc.subject
KeywordOPTIONSdc.subject
KeywordJUMPdc.subject
Dewey Decimal GroupDDC 300 / Social sciencesdc.subject.ddc
Dewey Decimal GroupDDC 330 / Economicsdc.subject.ddc
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
TitleThe Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuitiesdc.title
Resource typeWissenschaftlicher Artikeldc.type
InstitutionInstitut für Finanz- und Aktuarwissenschaften in Verbindung mit der Universität Ulm (ifa)uulm.affiliationSpecific
DCMI TypeTextuulm.typeDCMI
CategoryPublikationsnachweiseuulm.category
Source - Title of sourceASTIN Bulletinsource.title
Source - Place of publicationCambridge Univ. Presssource.publisher
Source - Volume41source.volume
Source - Issue2source.issue
Source - Year2011source.year
Source - From page511source.fromPage
Source - To page545source.toPage
Source - ISSN0515-0361source.identifier.issn
Source - eISSN1783-1350source.identifier.eissn
CommunityWeitere Einrichtungenuulm.community
WoS000298221800009uulm.identifier.wos
Bibliographyuulmuulm.bibliographie


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