Dynamic Fund Protection [Discussion]

Abstract
[Discussion begins on page 19 of PDF]
Volume
5:3
Page
49-51
Year
2001
Categories
Actuarial Applications and Methodologies
Investments
Investment Policy
Financial and Statistical Methods
Simulation
Monte Carlo Valuation
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
North American Actuarial Journal
Authors
Hans U Gerber
Elias S W Shiu