Work

Variable annuities: A unifying valuation approach

Year: 2011

Type: article

Source: Insurance Mathematics and Economics

DOI: 10.1016/j.insmatheco.2011.05.003

Authors: Anna Rita Bacinello, Pietro Millossovich, Annamaria Olivieri, Ermanno Pitacco

Institutions: University of Trieste, University of Parma

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Centre for Applied Research in Finance

OpenAlex ID: W3125083149

FWCI: 18.38

Cites: 24

Cited by: 176

Related to: 10