Reserving for maturity guarantees: Two approaches

Insurance: Mathematics and Economics

Volumn 21, Issue 2, 1997, Pages 113-127

  Boyle, Phelim P ^a   Hardy, Mary R ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Dynamic hedging; Maturity guarantees; Option pricing; Reserving; Segregated funds

Indexed keywords

EID: 0031573356     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00026-7     Document Type: Article

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