A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448)

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A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies
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    A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (English)
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    28 January 2015
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    pure endowment policy
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    option pricing
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    survival probability
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    mean reversion process
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    Nelson-Siegel model
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