Equity-linked insurances and guaranteed annuity options
Year of publication: |
2008-10-08
|
---|---|
Authors: | Burnecki, Krzysztof ; Pazdan-Siudeja, Liliana |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | equity-linked life insurance | guaranteed annuity option | geometric Brownian motion | Ornstein-Uhlenbeck process | Monte Carlo simulations |
-
Klein, Martin, (2010)
-
Modelación de series de tiempo, estacionariedad y métodos Bayesianos no paramétricos
Martínez-Ovando, Juan Carlos, (2011)
-
Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series
Koopman, Siem Jan, (2002)
- More ...
-
Burnecki, Krzysztof, (2010)
-
Burnecki, Krzysztof, (2010)
-
Burnecki, Krzysztof, (2010)
- More ...