A two-account model of pension saving contracts (Q3077735): Difference between revisions

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Property / cites work: Fair Valuation of Various Participation Schemes in Life Insurance / rank
 
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Property / cites work: Minimum Rate of Return Guarantees: The Danish Case / rank
 
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Property / cites work: On accounting standards and fair valuation of life insurance and pension liabilities / rank
 
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Property / cites work: Guaranteed Investment Contracts: Distributed and Undistributed Excess Return / rank
 
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Latest revision as of 19:00, 3 July 2024

scientific article
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A two-account model of pension saving contracts
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    A two-account model of pension saving contracts (English)
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    22 February 2011
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    stochastic differential equation
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    contingent claims
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    with-profit insurance
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    partial differential equation
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    finite difference method
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