Pricing rate of return guarantees in regular premium unit linked insurance (Q704417): Difference between revisions

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Revision as of 01:24, 20 March 2024

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Pricing rate of return guarantees in regular premium unit linked insurance
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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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