Fair valuation of participating life insurance contracts with jump risk
Year of publication: |
2008
|
---|---|
Authors: | Le Courtois, Olivier ; Quittard-Pinon, François |
Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 33.2008, 2, p. 106-136
|
Subject: | Lebensversicherung | Life insurance | Versicherungsökonomik | Economics of insurance |
-
Lehmann, Matthias, (1997)
-
An empirical examination of information barriers to trade in insurance
Cawley, John H., (1996)
-
The value of genetic information in the life insurance market
Hoy, Michael, (1998)
- More ...
-
The optimal capital structure of the firm with stable Lévy assets returns
Le Courtois, Olivier, (2008)
-
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole, (2008)
-
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model
Le Courtois, Olivier, (2007)
- More ...