The application of option pricing theory in participating life insurance pricing based on Vasicek model
Danwei Qiu, Yue Hu, and Lifang Wang
| Year of publication: |
2011
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|---|---|
| Authors: | Qiu, Danwei ; Hu, Yue ; Wang, Lifang |
| Published in: |
Quantitative financial risk management. - Berlin : Springer, ISBN 978-3-642-26890-8. - 2011, p. 39-46
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| Subject: | Ito's Formula | Lebensversicherung | Life insurance | Risikomodell | Risk model | Versicherungsbeitrag | Insurance premium | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009301454