On pricing and reserving with-profits life insurance contracts (Q4551193): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Reserving for maturity guarantees: Two approaches
@@ Property / cites work: Reserving for maturity guarantees: Two approaches / rank @@
+Normal rank
@@ Property / cites work @@
+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
+Normal rank
@@ Property / cites work @@
+Q5509552
@@ Property / cites work: Q5509552 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal hedging of options with small but  arbitrary transaction cost structure
+Normal rank