Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782): Difference between revisions
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| Property / DOI: 10.1016/j.insmatheco.2005.02.006 / rank | |||
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| Property / DOI: 10.1016/J.INSMATHECO.2005.02.006 / rank | |||
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Latest revision as of 08:46, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measure and fair valuation of an investment guarantee in life insurance |
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Risk measure and fair valuation of an investment guarantee in life insurance (English)
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10 January 2006
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Guaranteed rate
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Participation rate
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Risk neutral pricing
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ALM
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Value at risk
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Expected shortfall
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