Work

Analytical calculation of risk measures for variable annuity guaranteed benefits

Year: 2012

Type: article

Source: Insurance Mathematics and Economics

DOI: 10.1016/j.insmatheco.2012.09.007

Authors: Runhuan Feng, Hans W. Volkmer

Institutions: University of Illinois Urbana-Champaign, University of Wisconsin–Milwaukee

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2019873143

FWCI: 6.365

Cites: 15

Cited by: 48

Related to: 10