Pricing of long dated equity-linked life insurance contracts (Q2804516)
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scientific article; zbMATH DE number 6575445
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| English | Pricing of long dated equity-linked life insurance contracts |
scientific article; zbMATH DE number 6575445 |
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Pricing of long dated equity-linked life insurance contracts (English)
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29 April 2016
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life insurance contracts
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stochastic differential equations
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growth optimal portfolio
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squared Bessel process
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quadratic term structure
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zero coupon bond
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mortality rate
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call option
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