Reserving for maturity guarantees: Two approaches (Q1381463): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing equity-linked life insurance with endogenous minimum guarantees / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Reserving for maturity guarantees: Two approaches / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Hedging and Reserving for Single-Premium Segregated Fund Contracts / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0167-6687(97)00026-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1980241517 / rank | |||
Normal rank | |||
Latest revision as of 09:53, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reserving for maturity guarantees: Two approaches |
scientific article |
Statements
Reserving for maturity guarantees: Two approaches (English)
0 references
17 March 1998
0 references
option pricing
0 references
dynamic hedging
0 references
insurance contracts
0 references
maturity guarantees
0 references
