Pricing rate of return guarantees in regular premium unit linked insurance (Q704417)

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scientific article; zbMATH DE number 2127231
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    Pricing rate of return guarantees in regular premium unit linked insurance
    scientific article; zbMATH DE number 2127231

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      Pricing rate of return guarantees in regular premium unit linked insurance (English)
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      13 January 2005
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      Return guarantee
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      Average rate option
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      Convexity correction
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      LIBOR market model
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