Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030)
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scientific article; zbMATH DE number 5312895
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| English | Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment |
scientific article; zbMATH DE number 5312895 |
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Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (English)
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18 August 2008
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participating life insurance contracts
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risk-neutral valuation
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stochastic interest rates
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embedded options
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0.8975124359130859
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0.8317732214927673
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0.8302002549171448
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0.8204910755157471
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0.8204910159111023
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