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Postgraduate Thesis: Semi-static hedging of guarantees in variable annuities under exponential lévy models
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TitleSemi-static hedging of guarantees in variable annuities under exponential lévy models
 
AuthorsPang, Long-fung.
彭朗峯.
 
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
 
DOIhttp://dx.doi.org/10.5353/th_b4357222
 
DC FieldValue
dc.contributor.authorPang, Long-fung.
 
dc.contributor.author彭朗峯.
 
dc.date.hkucongregation2010
 
dc.date.issued2010
 
dc.description.naturepublished_or_final_version
 
dc.description.thesisdisciplineStatistics and Actuarial Science
 
dc.description.thesislevelmaster's
 
dc.description.thesisnameMaster of Philosophy
 
dc.identifier.doihttp://dx.doi.org/10.5353/th_b4357222
 
dc.identifier.hkulb4357222
 
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
 
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