Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing guaranteed equity-linked contracts by Laguerre series expansion |
scientific article |
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Valuing guaranteed equity-linked contracts by Laguerre series expansion (English)
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25 June 2019
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equity-linked death benefits
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Laguerre series expansion
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discounted density approach
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guaranteed minimum death benefits
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