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Risk allocation through shapley decompositions, with applications to variable annuities
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 2 / May 2023
- Published online by Cambridge University Press:
- 13 March 2023, pp. 311-331
- Print publication:
- May 2023
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- Article
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LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 2 / May 2018
- Published online by Cambridge University Press:
- 25 April 2018, pp. 611-646
- Print publication:
- May 2018
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- Article
- Export citation