Impacts of jumps and stochastic interest rates on the fair costs of guaranteed minimum death benefit contracts
François Quittard-Pinon and Rivo Randrianarivony
| Year of publication: |
2011
|
|---|---|
| Authors: | Quittard-Pinon, François ; Randrianarivony, Rivo |
| Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 36.2011, 1, p. 51-73
|
| Subject: | Lebensversicherung | Life insurance | Versicherungsbeitrag | Insurance premium | Sterblichkeit | Mortality | Zinsrisiko | Interest rate risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009153904