VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077)
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scientific article; zbMATH DE number 7285040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD |
scientific article; zbMATH DE number 7285040 |
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VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (English)
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13 December 2020
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financial risk
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actuarial valuation
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contract valuation
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incomplete markets
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risk decomposition
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hedging
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