Risk analysis of annuity conversion options with a special focus on decomposing risk
Year of publication: |
2017
|
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Authors: | Schilling, Katja |
Institutions: | Universität Ulm (degree granting) |
Publisher: |
Ulm |
Subject: | Lebensversicherung | Life insurance | Risikomodell | Risk model | Optionspreistheorie | Option pricing theory | Risiko | Risk | Dekompositionsverfahren | Decomposition method | Martingal | Martingale | Sterblichkeit | Mortality | Theorie | Theory | Risikomanagement | Finanzmathematik | Stochastisches Modell |
Description of contents: | Table of Contents [gbv.de] |
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Decomposing dynamic risks into risk components
Schilling, Katja, (2020)
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Ferrentino, Rosa, (2022)
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Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca, (2016)
- More ...
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Risk analysis of annuity conversion options in a stochastic mortality environment
Kling, Alexander, (2014)
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Decomposing dynamic risks into risk components
Schilling, Katja, (2020)
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Globalisierung und Soziale Marktwirtschaft
Aschinger, Gerhard, (1999)
- More ...