Wang, Xiao Discussion on “Capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty”. (English) Zbl 1414.91242 N. Am. Actuar. J. 20, No. 1, 88-93 (2016). Comment to [Y.-W. Hwang et al., ibid. 19, No. 2, 94–115 (2015; Zbl 1414.91204)]. Cited in 1 ReviewCited in 2 Documents MSC: 91B30 Risk theory, insurance (MSC2010) Citations:Zbl 1414.91204 PDF BibTeX XML Cite \textit{X. Wang}, N. Am. Actuar. J. 20, No. 1, 88--93 (2016; Zbl 1414.91242) Full Text: DOI OpenURL References: [1] Bingham, N. H.; Kiesel, R., Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives., (2013), New York: Springer, New York · Zbl 1058.91029 [2] Gerber, H. U.; Shiu, E. S. W., Option Pricing by Esscher Transforms, Transactions of the Society of Actuaries, 46, 99-140, (1994) [3] Gerber, H. U.; Shiu, E. S. W., Actuarial Bridges to Dynamic Hedging and Option Pricing, Insurance: Mathematics and Economic, 18, 183-218, (1996) · Zbl 0896.62112 [4] Rutkowski, M., Self-financing Trading Strategies for Sliding, Rolling-horizon, and Consols Bonds, Mathematical Finance, 9, 361-385, (1999) · Zbl 0996.91072 [5] Shiryaev, A. N., Essentials of Stochastic Finance: Facts, Models, Theory, (1999), Singapore: World Scientific, Singapore [6] Vasicek, O., An Equilibrium Characterization of the Term Structure, Journal of Financial Economics, 5, 177-188, (1977) · Zbl 1372.91113 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.