Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches (Q2276267)

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scientific article; zbMATH DE number 5934675
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    Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches
    scientific article; zbMATH DE number 5934675

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      Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches (English)
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      1 August 2011
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      life insurance
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      interest rate guarantees
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      risk management
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      optimal asset allocation
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      risk neutral valuation
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