Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140)
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scientific article; zbMATH DE number 7091233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios |
scientific article; zbMATH DE number 7091233 |
Statements
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (English)
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9 August 2019
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life insurance
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fair valuation
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embedded options
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heterogeneous portfolios
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participating contracts
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return guarantee
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