A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775): Difference between revisions

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Latest revision as of 14:02, 11 June 2024

scientific article
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A Lévy process-based framework for the fair valuation of participating life insurance contracts
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    A Lévy process-based framework for the fair valuation of participating life insurance contracts (English)
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    10 January 2006
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    Esscher transform
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    Fair value
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    Incomplete markets
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    Lévy processes
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    Participating contracts
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