Evaluation of insurance products with guarantee in incomplete markets
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Publication:939370
DOI10.1016/j.insmatheco.2007.04.005zbMath1141.91495OpenAlexW1973843493MaRDI QIDQ939370
Domenico De Giovanni, Andrea Consiglio
Publication date: 22 August 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10447/36300
Related Items (4)
Pricing Reinsurance Contracts ⋮ Application of data clustering and machine learning in variable annuity valuation ⋮ Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market ⋮ A parsimonious model for generating arbitrage-free scenario trees
Uses Software
Cites Work
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