Randomization and the Valuation of Guaranteed Minimum Death Benefits

Details

Ressource 1Download: GMDB_EJOR_Published.pdf (1429.23 [Ko])
State: Public
Version: Final published version
License: CC BY 4.0
Serval ID
serval:BIB_1E7C6E0A88B2
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Randomization and the Valuation of Guaranteed Minimum Death Benefits
Journal
European Journal of Operational Research
Author(s)
Griselda Deelstra, Peter Hieber
Publication state
Published
Issued date
2023
Volume
309
Pages
1218-1236
Language
english
URN
urn:nbn:ch:serval-BIB_1E7C6E0A88B22
OAI-PMH
oai:serval.unil.ch:BIB_1E7C6E0A88B2
DOI
10.1016/j.ejor.2023.01.059
Publisher's website
https://doi.org/10.1016/j.ejor.2023.01.059
Create date
20/02/2023 11:39
Last modification date
28/04/2023 6:08
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