Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality |
scientific article |
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Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (English)
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20 October 2015
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Black-Scholes option pricing formula
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GMDB
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roll-up
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phase-type distribution
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