Pricing and capital requirements for with profit contracts: modelling considerations (Q3650962)
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scientific article; zbMATH DE number 5643219
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing and capital requirements for with profit contracts: modelling considerations |
scientific article; zbMATH DE number 5643219 |
Statements
Pricing and capital requirements for with profit contracts: modelling considerations (English)
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7 December 2009
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Fair valuation
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incomplete markets
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Lévy processes
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Monte Carlo methods
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participating contracts
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solvency requirements
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0.7847068905830383
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0.7799339294433594
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0.7607157230377197
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0.754517138004303
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