RESERVING, PRICING AND HEDGING FOR POLICIES WITH GUARANTEED ANNUITY OPTIONS. RESERVING FOR ANNUITY GUARANTEES

Author： Wilkie A. D.   Waters H. R.   Yang S.   Bolton M. J.   Carr D. H.   Collis P. A.   George C. M.   Knowles V. P.   Whitehouse A. J.  

Publisher： Faculty of Actuaries and Institute of Actuaries

ISSN： 1357-3217

Source： British Actuarial Journal, Vol.10, Iss.1, 2004-01, pp. : 101-130

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