RESERVING, PRICING AND HEDGING FOR POLICIES WITH GUARANTEED ANNUITY OPTIONS

Author: Wilkie A. D.   Waters H. R.   Yang S.  

Publisher: Faculty of Actuaries and Institute of Actuaries

ISSN: 1357-3217

Source: British Actuarial Journal, Vol.9, Iss.2, 2003-01, pp. : 263-391

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Abstract