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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| English | Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches |
scientific article; zbMATH DE number 5934675 |
Statements
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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0.8294137120246887
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0.8240144848823547
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0.8154732584953308
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0.8066820502281189
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0.8017591238021851
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