Implicit Options in Life Insurance: Valuation and Risk Management
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/BF03353443.pdf
Reference37 articles.
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2. Albrecht, P./Maurer, R. (2005): Investment- und Risikomanagement, 2. Auflage, Schäffer-Poeschel, Stuttgart.
3. Andersen, L. (1999): A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor LIBOR Market Model, in: Journal of Computational Finance, 3(2), 5–32.
4. Avellaneda, M. (ed.) (2002): Quantitative Analysis in Financial Markets, Volume III, World Scientific Publishing Co., Singapore.
5. Babbel, D. F./Merrill, C. (1998): Economic Valuation Models for Insurers, in: North American Actuarial Journal, 2(3), 1–17.
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