Stochastic modeling and fair valuation of drawdown insurance (Q2015656)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic modeling and fair valuation of drawdown insurance |
scientific article |
Statements
Stochastic modeling and fair valuation of drawdown insurance (English)
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23 June 2014
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drawdown insurance
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early cancellation
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optimal stopping
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default risk
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0.8340369462966919
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0.8329258561134338
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0.8188437819480896
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0.7725561261177063
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0.7700567245483398
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