How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747)
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scientific article; zbMATH DE number 6520854
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| English | How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? |
scientific article; zbMATH DE number 6520854 |
Statements
How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (English)
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14 December 2015
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risk
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unit-linked life insurance
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interest rate guarantee
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lookback guarantee
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sensitivity analysis
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0.7329407334327698
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0.7157799601554871
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0.7001089453697205
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0.6979430913925171
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0.696660041809082
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