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Reserving for maturity guarantees: Two approaches - MaRDI portal

Reserving for maturity guarantees: Two approaches (Q1381463)

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scientific article; zbMATH DE number 1129614
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English
Reserving for maturity guarantees: Two approaches
scientific article; zbMATH DE number 1129614

    Statements

    Reserving for maturity guarantees: Two approaches (English)
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    17 March 1998
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    option pricing
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    dynamic hedging
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    insurance contracts
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    maturity guarantees
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