Open AccessPricing variable annuity guarantees in South Africa under a Variance-Gamma model
Author(s) -
A.M. Ngugi,
Eben Maré,
Rodwell Kufakunesu
Publication year - 2015
Publication title -
south african actuarial journal
Language(s) - English
Resource type - Journals
ISSN - 1680-2179
DOI - 10.4314/saaj.v15i1.6
Subject(s) - annuity , kurtosis , econometrics , variable (mathematics) , skewness , variance (accounting) , variance gamma distribution , economics , valuation of options , actuarial science , life annuity , financial economics , finance , mathematics , statistics , accounting , mathematical analysis , pension , estimator , asymptotic distribution