Mathematical analysis of different approaches for replicating portfolios (Q906588)
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scientific article; zbMATH DE number 6534479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of different approaches for replicating portfolios |
scientific article; zbMATH DE number 6534479 |
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Mathematical analysis of different approaches for replicating portfolios (English)
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22 January 2016
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life insurance
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replicating portfolio
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market consistent valuation
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cash flow matching
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terminal value matching
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