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Conference Paper: Valuation of variable annuity guarantees
Title | Valuation of variable annuity guarantees |
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Authors | |
Issue Date | 2011 |
Citation | The 2011 China International Conference on Insurance and Risk Management (CICIRM 2011), Beijing, China, 24-27 July 2011. How to Cite? |
Abstract | BACKGROUND: The term variable annuity is used to refer to a wide range of life insurance products, whose benefits can be protected against investment and mortality risks by selecting one or more guarantees out of a broad set of possible arrangements … |
Description | Plenary speaker |
Persistent Identifier | http://hdl.handle.net/10722/165734 |
DC Field | Value | Language |
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dc.contributor.author | Yang, H | en_US |
dc.contributor.author | Gerber, HU | en_US |
dc.contributor.author | Shiu, E | en_US |
dc.date.accessioned | 2012-09-20T08:22:47Z | - |
dc.date.available | 2012-09-20T08:22:47Z | - |
dc.date.issued | 2011 | en_US |
dc.identifier.citation | The 2011 China International Conference on Insurance and Risk Management (CICIRM 2011), Beijing, China, 24-27 July 2011. | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/165734 | - |
dc.description | Plenary speaker | - |
dc.description.abstract | BACKGROUND: The term variable annuity is used to refer to a wide range of life insurance products, whose benefits can be protected against investment and mortality risks by selecting one or more guarantees out of a broad set of possible arrangements … | - |
dc.language | eng | en_US |
dc.relation.ispartof | China International Conference on Insurance and Risk Management, CICIRM 2011 | en_US |
dc.title | Valuation of variable annuity guarantees | en_US |
dc.type | Conference_Paper | en_US |
dc.identifier.email | Yang, H: hlyang@hku.hk | en_US |
dc.identifier.email | Gerber, HU: hans1196@hku.hk | en_US |
dc.identifier.email | Shiu, E: eshiu@stat.uiowa.edu | - |
dc.identifier.authority | Yang, H=rp00826 | en_US |
dc.description.nature | postprint | - |
dc.identifier.hkuros | 210940 | en_US |
dc.identifier.hkuros | 202454 | - |