Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measure and fair valuation of an investment guarantee in life insurance |
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Risk measure and fair valuation of an investment guarantee in life insurance (English)
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10 January 2006
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Guaranteed rate
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Participation rate
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Risk neutral pricing
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ALM
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Value at risk
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Expected shortfall
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