Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analytical approximations for prices of swap rate dependent embedded options in insurance products |
scientific article; zbMATH DE number 5523262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical approximations for prices of swap rate dependent embedded options in insurance products |
scientific article; zbMATH DE number 5523262 |
Statements
Analytical approximations for prices of swap rate dependent embedded options in insurance products (English)
0 references
4 March 2009
0 references
embedded options
0 references
insurance products
0 references
analytical approximation
0 references
Gaussian interest rate model
0 references
fair value of liabilities
0 references
