Pricing and capital requirements for with profit contracts: modelling considerations (Q3650962)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and capital requirements for with profit contracts: modelling considerations |
scientific article |
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Pricing and capital requirements for with profit contracts: modelling considerations (English)
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7 December 2009
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Fair valuation
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incomplete markets
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Lévy processes
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Monte Carlo methods
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participating contracts
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solvency requirements
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