Pricing Dynamic Investment Fund Protection [Discussion]

Abstract
[Discussion begins on page 10 of PDF.]
Volume
4:2
Page
37-38
Year
2000
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Other Securities
Actuarial Applications and Methodologies
Investments
Actuarial Applications and Methodologies
Valuation
Publications
North American Actuarial Journal
Authors
François-Serge Lhabitant