Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach
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Publication:6556605
DOI10.1017/ASB.2024.5zbMATH Open1542.9134MaRDI QIDQ6556605
Emilio Russo, Pierre Devolder, Alessandro Staino
Publication date: 17 June 2024
Published in: ASTIN Bulletin (Search for Journal in Brave)
Cites Work
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- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY
- Monte Carlo Methods and Models in Finance and Insurance
- An equilibrium characterization of the term structure
- Catastrophe Risk Bonds
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