Valuation of guaranteed unitized participating life insurance under GEV distribution (Q1784719)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of guaranteed unitized participating life insurance under GEV distribution |
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Valuation of guaranteed unitized participating life insurance under GEV distribution (English)
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27 September 2018
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generalized extreme value distribution
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guaranteed unitized participating life insurance
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option pricing
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Monte Carlo method
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