Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140)

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scientific article; zbMATH DE number 7091233
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English
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
scientific article; zbMATH DE number 7091233

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    Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (English)
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    9 August 2019
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    life insurance
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    fair valuation
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    embedded options
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    heterogeneous portfolios
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    participating contracts
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    return guarantee
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