Equity-linked life insurance : a model with stochastic interest rates
Jørgen Aase Nielsen; Klaus Sandmann
| Year of publication: |
1994
|
|---|---|
| Authors: | Aase Nielsen, Jørgen |
| Other Persons: | Sandmann, Klaus (contributor) |
| Publisher: |
Bonn : Sonderforschungsbereich 303, Univ. |
| Subject: | Lebensversicherung | Life insurance | Versicherungsmathematik | Actuarial mathematics | CAPM | Optionsgeschäft | Option trading | Zinsrisiko | Interest rate risk | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 32 S graph. Darst |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. 291 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 32 |
| Classification: | Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000897651