A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies
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Publication:2465907
DOI10.1007/s11857-007-0032-0zbMath1215.91034OpenAlexW1977180268MaRDI QIDQ2465907
Alexander Kling, Jochen Ruß, Daniel J. Bauer
Publication date: 11 January 2008
Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11857-007-0032-0
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Cites Work
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- Fair valuation of path-dependent participating life insurance contracts.
- Risk-neutral valuation. Pricing and hedging of financial derivatives.
- Equity-linked life insurance: A model with stochastic interest rates
- Pricing of Unit-linked Life Insurance Policies
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