Zur Bewertung von Optionen und Garantien bei Lebensversicherungen

DOI10.1007/BF02808323zbMath1320.91142MaRDI QIDQ5422722

Markus Kreer, Hans-Otto Herr

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G20: Derivative securities (option pricing, hedging, etc.)

Related Items

Implicit options in life insurance contracts, A joint valuation of premium payment and surrender options in participating life insurance contracts

Cites Work

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