JMF> Vol.8 No.2, May 2018

Istituto per le Applicazioni del Calcolo “Mauro Picone” CNR, Napoli, Italy
Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, Canada

 

Copyright © 2018 Albina Orlando, Gary Parker et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

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Orlando, A. and Parker, G. (2018) Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach. Journal of Mathematical Finance, 8, 349-371. doi: 10.4236/jmf.2018.82023.

 

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