The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468)

From MaRDI portal





scientific article; zbMATH DE number 5156667
Language Label Description Also known as
English
The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
scientific article; zbMATH DE number 5156667

    Statements

    The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (English)
    0 references
    0 references
    0 references
    23 May 2007
    0 references
    participating policy
    0 references
    maturity guarantees
    0 references
    management discretion
    0 references
    hedging
    0 references
    fair values
    0 references
    binomial tree model
    0 references

    Identifiers