Evaluation of insurance products with guarantee in incomplete markets
type: Item
instance of: scholarly article
title: Evaluation of insurance products with guarantee in incomplete markets
zbMATH Open document ID: 1141.91495
author: Andrea Consiglio
author: Domenico De Giovanni
published in: Insurance Mathematics \& Economics
publication date: 2008-08-22T00:00:00Z
full work available at URL: http://hdl.handle.net/10447/36300
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5315286
zbMATH Keywords: life insurance
zbMATH Keywords: policies with minimum guarantee
zbMATH Keywords: option pricing
zbMATH Keywords: incomplete markets
describes a project that uses: GAMS
MaRDI profile type: Publication
OpenAlex ID: W1973843493
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DOI: 10.1016/J.INSMATHECO.2007.04.005
description: scientific article; zbMATH DE number 5315286