Open AccessDynamic hedging of the actuarial reserve of a firm with pension liabilities
Author(s) -
Francisco Venegas Martínez,
Gabriel Torres,
Luis Ceferino Franco Arbeláez,
Luis Ceballos
Publication year - 2015
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2015v5n2/venegas
Subject(s) - life annuity , actuarial science , annuity , pension , economics , point (geometry) , payment , estimation , value (mathematics) , present value , finance , computer science , mathematics , geometry , management , machine learning