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subject:"Option pricing theory"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~subject:"Decomposition method"
~subject:"optimal withdrawal"
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Option pricing theory
Decomposition method
optimal withdrawal
Finanzmathematik
3
Mathematical finance
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Private Altersvorsorge
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Private retirement provision
3
Stochastic process
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
17
Universitext
13
The journal of computational finance
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10
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Finance and stochastics
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International journal of financial engineering
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Lecture notes in mathematics : a collection of informal reports and seminars
5
Paris Princeton lectures on mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
SFB 649 discussion paper
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The Wiley Finance Ser
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Astin bulletin : the journal of the International Actuarial Association
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Chapman and Hall/CRC Financial Mathematics Ser
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Competence Center Finanz- und Bankmanagement : ccfb
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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European journal of operational research : EJOR
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Financial Engineering Explained
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Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
Saved in:
3
Taxation of a GMWB variable annuity in a stochastic interest rate model
Molent, Andrea
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1001-1035
Persistent link: https://www.econbiz.de/10012307397
Saved in:
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