How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? |
scientific article |
Statements
How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (English)
0 references
14 December 2015
0 references
risk
0 references
unit-linked life insurance
0 references
interest rate guarantee
0 references
lookback guarantee
0 references
sensitivity analysis
0 references
