Zur Bewertung von Optionen und Garantien bei Lebensversicherungen

DOI10.1007/BF02808323zbMath1320.91142OpenAlexW57529075MaRDI QIDQ5422722

Markus Kreer, Hans-Otto Herr

Publication date: 30 October 2007

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

Full work available at URL: https://doi.org/10.1007/bf02808323

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

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

Cites Work

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