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~person:"Volkmer, Hans W."
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Volkmer, Hans W.
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7
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Analytical calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Insurance: Mathematics and Economics
51
(
2012
)
3
,
pp. 636-648
on a stand-alone basis. The techniques for analytical calculations are based on the study of
geometric
Brownian
motion
…
Persistent link: https://www.econbiz.de/10010594509
Saved in:
2
An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 127-149
Persistent link: https://www.econbiz.de/10011485899
Saved in:
3
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
4
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
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