Work

Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options

Year: 2003

Type: article

Source: British Actuarial Journal

DOI: 10.1017/s1357321700004219

Authors: A. D. Wilkie, H. R. Waters, S. Yang

Institution: Heriot-Watt University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2121635534

FWCI: 12.66

Cites: 38

Cited by: 70

Related to: 10