Valuation of guaranteed unitized participating life insurance under GEV distribution (Q1784719)
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: Valuation of guaranteed unitized participating life insurance under GEV distribution |
scientific article; zbMATH DE number 6944670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of guaranteed unitized participating life insurance under GEV distribution |
scientific article; zbMATH DE number 6944670 |
Statements
Valuation of guaranteed unitized participating life insurance under GEV distribution (English)
0 references
27 September 2018
0 references
generalized extreme value distribution
0 references
guaranteed unitized participating life insurance
0 references
option pricing
0 references
Monte Carlo method
0 references
