Pricing rate of return guarantees in regular premium unit linked insurance (Q704417): Difference between revisions
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scientific article
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English | Pricing rate of return guarantees in regular premium unit linked insurance |
scientific article |
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Pricing rate of return guarantees in regular premium unit linked insurance (English)
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13 January 2005
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Return guarantee
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Average rate option
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Convexity correction
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LIBOR market model
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