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person:"Cairns, Andrew J. G."
~person:"Grosen, Anders"
~subject:"Evaluation"
~subject:"Optionsgeschäft"
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Cairns, Andrew J. G.
Grosen, Anders
Løchte Jørgensen, Peter
8
Jensen, Bjarke
3
Bauer, Daniel
2
Chen, Shi
2
Glazyrina, Anna
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Jørgensen, Peter Løchte
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Life insurance liabilities at market value : an analysis of insolvency risk, bonus policy, and regulatory intervention rules in a barrier option framework
Grosen, Anders
;
Løchte Jørgensen, Peter
- In:
The journal of risk and insurance : the journal of the …
69
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001671252
Saved in:
2
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
3
Life insurance liabilities at market value
Grosen, Anders
;
Løchte Jørgensen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613879
Saved in:
4
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
-
2001
Persistent link: https://www.econbiz.de/10001613883
Saved in:
5
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
- In:
The Geneva papers on risk and insurance theory
26
(
2001
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10001600977
Saved in:
6
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
-
2000
Persistent link: https://www.econbiz.de/10001456701
Saved in:
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