Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Anna Maria Gambaro, Riccardo Casalini, Gianluca Fusai, Alessandro Ghilarducci
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Gambaro, Anna Maria ; Casalini, Riccardo ; Fusai, Gianluca ; Ghilarducci, Alessandro |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 81.2018, p. 117-129
|
| Subject: | Minimum guaranteed fund | Embedded option | Credit risk | Liquidity risk | Asset liability management | Kreditrisiko | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011904636