Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
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Publication:5228140
DOI10.1080/03461238.2019.1574889zbMath1422.91354OpenAlexW3125298984MaRDI QIDQ5228140
Peter Hieber, Jan Natolski, Ralf Werner
Publication date: 9 August 2019
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2019.1574889
embedded optionslife insuranceparticipating contractsfair valuationheterogeneous portfoliosreturn guarantee
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