Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168)
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scientific article; zbMATH DE number 6004660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility |
scientific article; zbMATH DE number 6004660 |
Statements
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (English)
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10 February 2012
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stochastic volatility
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stochastic interest rates
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insurance contracts
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foreign exchange
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equity
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0.9013263
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0.89031494
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0.8816225
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0.87280446
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0.8724377
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0.87184554
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0.8688215
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0.86716616
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