File Download
Supplementary

postgraduate thesis: Semi-static hedging of guarantees in variable annuities under exponential lévy models

TitleSemi-static hedging of guarantees in variable annuities under exponential lévy models
Authors
Issue Date2010
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
DegreeMaster of Philosophy
SubjectVariable annuities.
Hedging (Finance) - Mathematical models.
Risk management.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.authorPang, Long-fung.-
dc.contributor.author彭朗峯.-
dc.date.issued2010-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B43572224-
dc.subject.lcshVariable annuities.-
dc.subject.lcshHedging (Finance) - Mathematical models.-
dc.subject.lcshRisk management.-
dc.titleSemi-static hedging of guarantees in variable annuities under exponential lévy models-
dc.typePG_Thesis-
dc.identifier.hkulb4357222-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b4357222-
dc.date.hkucongregation2010-

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats