A hybrid method to evaluate pure endowment policies : Crédit Agricole and ERGO Index linked policies
Year of publication: |
2014
|
---|---|
Authors: | Recchioni, M. C. ; Screpante, F. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 57.2014, p. 114-124
|
Subject: | Pure endowment policy | Option pricing | Survival probability | Mean reversion process | Nelson-Siegel model |
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