Valoración de un seguro de vida mediante opciones exóticas
Alternative title: | Life insurance valuation using exotic options |
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Year of publication: |
2021
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Authors: | Pesce, Gabriela ; Milanesi, Gastón ; El Alabi, Emilio ; Menna, Joaquín |
Published in: |
Revista de métodos cuantitativos para la economía y la empresa. - Sevilla : [Verlag nicht ermittelbar], ISSN 1886-516X, ZDB-ID 2584041-1. - Vol. 32.2021, p. 214-240
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Subject: | exotic option | life insurance | digital option | exercise probability |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Spanish |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.46661/revmetodoscuanteconempresa.4500 [DOI] hdl:10419/286249 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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