Replicating portfolios in life insurance. Mathematical foundation and analysis (Q4602307)
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scientific article; zbMATH DE number 6823447
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| English | Replicating portfolios in life insurance. Mathematical foundation and analysis |
scientific article; zbMATH DE number 6823447 |
Statements
Replizierende Portfolios in der Lebensversicherung (English)
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9 January 2018
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replicating portfolio
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solvency capital
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Monte Carlo simulation
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0.7497016787528992
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0.7434736490249634
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0.7296028137207031
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0.7029677629470825
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0.6969537138938904
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