Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03461238.2019.1574889 / rank
 
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Latest revision as of 02:35, 20 July 2024

scientific article; zbMATH DE number 7091233
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English
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
scientific article; zbMATH DE number 7091233

    Statements

    Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (English)
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    9 August 2019
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    life insurance
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    fair valuation
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    embedded options
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    heterogeneous portfolios
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    participating contracts
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    return guarantee
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