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Mary Hardy: Investment Guarantees: Modelling and risk management for equity-linked life insurance. John Wiley & Sons. ISBN 0-471-39290-1, 2003.

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Mary Hardy: Investment Guarantees: Modelling and risk management for equity-linked life insurance. John Wiley & Sons. ISBN 0-471-39290-1, 2003.

Published online by Cambridge University Press:  17 April 2015

David Wilkie
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Book Review
Information
ASTIN Bulletin: The Journal of the IAA , Volume 33 , Issue 2 , November 2003 , pp. 439 - 448
Copyright
Copyright © ASTIN Bulletin 2003

References

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Wilkie, A.D., Waters, H.R. and Yang, S. (2003) Reserving, pricing and hedging of policies with guaranteed annuity options. British Actuarial Journal 9, forthcoming.CrossRefGoogle Scholar
Yang, S. (2001) Reserving, pricing and hedging for guaranteed annuity options, PhD Thesis, Heriot-Watt University, Edinburgh.Google Scholar