Variance and interest rate risk in unit-linked insurance policies
Year of publication: |
2020
|
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Authors: | Baños, David ; Lagunas-Merino, Marc ; Ortiz-Latorre, Salvador |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 3/84, p. 1-23
|
Subject: | unit-linked policies | pure endowment | term insurance | stochastic volatility models | stochastic interest rates | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zinsrisiko | Interest rate risk | Hedging | Zinsstruktur | Yield curve |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8030084 [DOI] hdl:10419/258037 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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