Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts

Author:

Gambaro Anna MariaORCID,Casalini RiccardoORCID,Fusai Gianluca,Ghilarducci Alessandro

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference37 articles.

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2. Bootstrapping the illiquidity: Multiple yield curves construction for market coherent forward rates estimation;Ametrano,2009

3. Bai, J., Collin-Dufresne, P., 2013. The CDS-Bond Basis AFA 2013 San Diego Meetings Paper Available At SSRN: https://Ssrn.Com/Abstract=2024531.

4. Basel committee on banking supervision, Basel III: The liquidity coverage ratio and liquidity risk monitoring tools.

5. Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market;Beber;Rev. Financ. Stud.,2009

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