Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees
Thesis (MSc)--Stellenbosch University, 2015 === ENGLISH ABSTRACT : Equity-based insurance guarantees also known as unit-linked annuities are annuities with embedded exotic, long-term and path-dependent options which can be categorised into variable and equity indexed annuities, whereby investors par...
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| Format: | Others |
| Language: | en_ZA |
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Stellenbosch : Stellenbosch University
2015
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| Online Access: | http://hdl.handle.net/10019.1/96980 |