Implicit embedded options in life insurance contracts. A market consistent valuation framework
DOI10.1007/978-3-7908-2843-6zbMATH Open1253.91001OpenAlexW2497446348MaRDI QIDQ428975FDOQ428975
Authors: Nils Rüfenacht 
Publication date: 25 June 2012
Published in: Contributions to Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-7908-2843-6
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Cited In (5)
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- Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts
- Zur Bewertung von Optionen und Garantien bei Lebensversicherungen
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