A bivariate lattice model to compute risk measures in life insurance policies
Massimo Costabile
| Year of publication: |
2021
|
|---|---|
| Authors: | Costabile, Massimo |
| Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 28.2021, 3, p. 123-139
|
| Subject: | Risk management | derivatives | options | equity portfolio management | Portfolio-Management | Portfolio selection | Lebensversicherung | Life insurance | Risikomanagement | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure | Risiko | Risk | Hedging |
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