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scientific article
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scientific article

    Statements

    author
    Ruihua Liu
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    Qing Zhang
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    publication date
    5 October 2011
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    zbMATH Keywords
    guaranteed equity-linked life insurance
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    regime-switching
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    stochastic interest rate
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    Monte-Carlo simulation
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    option valuation, bond valuation
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    Identifiers

    Mathematics Subject Classification ID
    93E03
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    91B30
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    91G10
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    zbMATH DE Number
    5954101
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