Implicit embedded options in life insurance contracts. A market consistent valuation framework

DOI10.1007/978-3-7908-2843-6zbMath1253.91001OpenAlexW2497446348MaRDI QIDQ428975

Nils Rüfenacht

Publication date: 25 June 2012

Published in: Contributions to Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2843-6

zbMATH Keywords

life insurancerisk managementinterest rate theoryoption pricing theory

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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