Pricing and capital requirements for with profit contracts: modelling considerations (Q3650962)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pricing and capital requirements for with profit contracts: modelling considerations
scientific article

    Statements

    Pricing and capital requirements for with profit contracts: modelling considerations (English)
    0 references
    0 references
    7 December 2009
    0 references
    Fair valuation
    0 references
    incomplete markets
    0 references
    Lévy processes
    0 references
    Monte Carlo methods
    0 references
    participating contracts
    0 references
    solvency requirements
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references