Stochastic evaluation of life insurance contracts: model point on asset trajectories and measurement of the error related to aggregation (Q2447417)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6288462
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic evaluation of life insurance contracts: model point on asset trajectories and measurement of the error related to aggregation |
scientific article; zbMATH DE number 6288462 |
Statements
Stochastic evaluation of life insurance contracts: model point on asset trajectories and measurement of the error related to aggregation (English)
0 references
25 April 2014
0 references
life insurance contracts
0 references
unit-linked contracts
0 references
embedded options
0 references
TMG guarantee
0 references
ALM
0 references
stochastic models
0 references
Monte Carlo simulation
0 references
0.7209790349006653
0 references
0.7099388241767883
0 references
0.7057331800460815
0 references
0.7044890522956848
0 references
0.7041391730308533
0 references
