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Actuarial mathematics 1 Mortality 1 Option pricing theory 1 Optionspreistheorie 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Sterblichkeit 1 Stochastic interest rate 1 Stochastic process 1 Stochastischer Prozess 1 Versicherungsmathematik 1 Yield curve 1 Zinsstruktur 1 binomial algorithms 1 lattice models 1 multiple risk factors 1 stochastic mortality 1
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Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Devolder, Pierre 1 Russo, Emilio 1 Staino, Alessandro 1
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ASTIN bulletin : the journal of the International Actuarial Association 1
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ECONIS (ZBW) 1
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Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre; Russo, Emilio; Staino, Alessandro - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 385-409
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