1
-
1
of
1
results (0.92 seconds)
Sort By:
-
Risks in Investment Accumulation Products: Recent Research
hedge against the guarantees using some sort of dynamic rebalancing strategy, then the computational problem ... it turns out that you can construct, using a dynamic rebalancing strategy, a perfect risk-free hedge ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods