Probabilistic valuation of certain unit-linked contracts (Q3635429)
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scientific article; zbMATH DE number 5575466
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| English | Probabilistic valuation of certain unit-linked contracts |
scientific article; zbMATH DE number 5575466 |
Statements
6 July 2009
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risk-neutral fair-price
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unit-linked insurance contracts
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martingale probability
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0.7965359091758728
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0.7896748781204224
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0.7814399600028992
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0.7780510187149048
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