The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Year of publication: |
July 2017
|
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Authors: | Mahayni, Antje ; Muck, Matthias |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 20.2017, 3, p. 281-308
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Subject: | Derivatives | Life insurance | Interest rate guarantees | Capped index participation | Monthly sum cap | Select products | Lebensversicherung | Derivat | Derivative | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries | Zins | Interest rate |
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