Fair valuation of insurance contracts under Lévy process specifications (Q939383)
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scientific article; zbMATH DE number 5315293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair valuation of insurance contracts under Lévy process specifications |
scientific article; zbMATH DE number 5315293 |
Statements
Fair valuation of insurance contracts under Lévy process specifications (English)
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22 August 2008
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embedded options
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interest rate guarantees
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model risk
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participating contracts
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risk-neutral valuation
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unit-linked contracts
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