Fair Valuation of Cliquet-Style Return Guarantees in (Homogeneous and) Heterogeneous Life Insurance Portfolios
Year of publication: |
2019
|
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Authors: | Hieber, Peter |
Other Persons: | Natolski, Jan (contributor) ; Werner, Ralf (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Scandinavian Actuarial Journal, No. 6, pp. 478-507, 2019 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 23, 2019 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2715571 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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