Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030)

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Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
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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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