A bivariate lattice model to compute risk measures in life insurance policies
Massimo Costabile
| Year of publication: |
2021
|
|---|---|
| Authors: | Costabile, Massimo |
| Subject: | Risk management | derivatives | options | equity portfolio management | Portfolio-Management | Portfolio selection | Lebensversicherung | Life insurance | Risikomanagement | Derivat | Derivative | Risikomodell | Risk model | Risiko | Risk | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory | Messung | Measurement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jod.2020.1.117 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486033