"Comonotonic approximations of risk measures for variable annuity ..."

Runhuan Feng, Xiaochen Jing, Jan Dhaene (2017)

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DOI: 10.1016/J.CAM.2016.07.015

access: open

type: Journal Article

metadata version: 2021-02-16

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Runhuan Feng, Xiaochen Jing, Jan Dhaene:
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior. J. Comput. Appl. Math. 311: 272-292 (2017)

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