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pro vyhledávání: '"Norbert Quapp"'
Autor:
Norbert Quapp
Publikováno v:
European Actuarial Journal. 10:299-301
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df6c393248440cb8c7a9a5c9933a868a
https://doi.org/10.1007/s13385-020-00249-8
https://doi.org/10.1007/s13385-020-00249-8
Autor:
Norbert Quapp, Jens Winter, Nils Dennstedt, Thorsten Pauls, Holger Bartel, Jürgen Bierbaum, Karol Musialik, Tobias Dillmann, Wolfgang Engel, Marcus Keller
Publikováno v:
European Actuarial Journal. 4:101-124
In this paper we address certain issues in the valuation of long-term (insurance) guarantees from a practical point of view. These issues arise, because markets are incomplete or inactive. We provide a general, arbitrage-free valuation approach in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13d75b830ab79f3219a10bcb7601b6b7
https://doi.org/10.1007/s13385-014-0089-9
https://doi.org/10.1007/s13385-014-0089-9