Implicit embedded options in life insurance contracts : a market consistent valuation framework
Nils Rüfenacht
| Year of publication: |
2012
|
|---|---|
| Authors: | Rüfenacht, Nils |
| Publisher: |
Berlin [u.a.] : Physica-Verlag |
| Subject: | Lebensversicherung | Life insurance | Optionspreistheorie | Option pricing theory | Theorie | Theory | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [zbmath.org] |
| Extent: | XXV, 167 S. 33 schw.-w. Ill. 235 mm x 155 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Basel, Univ., Diss., 2011 |
| ISBN: | 978-3-7908-2842-9 ; 3-7908-2842-4 ; 978-3-7908-2843-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009536110