Fair evaluation of life insurance policies with periodic rebalancing between asset portfolios and interest rate guarantee
| Autor: | Marcellino Gaudenzi, Massimo Costabile |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2017 |
| Předmět: |
050208 finance
Actuarial science Interest rate guarantee Fair valuation rebalancing scheme binomial lattices Applied Mathematics 05 social sciences 01 natural sciences binomial lattices 010104 statistics & probability Life insurance 0502 economics and business Asset (economics) Business 0101 mathematics rebalancing scheme Fair valuation |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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