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person:"Løchte Jørgensen, Peter"
~subject:"Evaluation"
~person:"Ballotta, Laura"
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Løchte Jørgensen, Peter
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The Geneva papers on risk and insurance theory
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ECONIS (ZBW)
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Guarantees in with-profit and unitized with-profit life insurance contracts : fair valuation problem in presence of the default option
Ballotta, Laura
;
Haberman, Steven
;
Wang, Nan
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
1
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003302391
Saved in:
2
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:
3
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:
4
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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