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scientific article; zbMATH DE number 1795853
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scientific article; zbMATH DE number 1795853

    Statements

    author
    Jørgen Aase Nielsen
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    Klaus Sandmann
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    publication date
    27 February 2004
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    zbMATH DE Number
    1795853
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    zbMATH Keywords
    life insurance contract
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    pension funds
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    forward risk adjusted measure
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    Asian option
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    financial market model
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    fair premium equation
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    martingales
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