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type_genre:"Arbeitspapier"
type_genre:"Hochschulschrift"
~institution:"Svenska Handelshögskolan <Helsinki>"
~institution:"Universität Ulm"
~language:"eng"
~subject:"Option pricing theory"
~type_genre:"Non-commercial literature"
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Option pricing theory
Risikomanagement
4
Optionspreistheorie
3
Risk management
3
Theorie
3
Theory
3
Capital income
2
Finanzmathematik
2
Kapitaleinkommen
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Risk model
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Volatility
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Volatilität
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Actuarial mathematics
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Analytical estimator
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Balance Sheet Approach
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Behavioral rsik
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Chain ladder method
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Claims triangle bootstrapping
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Decomposition method
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Dekompositionsverfahren
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Dependent lines of business
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EU-Versicherungsrecht
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European insurance law
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Grundrente
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Guaranteed lifetime withdrawal benefits
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Hedge performance
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Hedging
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Incremental loss ratio method
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Interest rate
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Martingal
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Martingale
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Ruez, Frederik
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Schilling, Katja
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Söderman, Ronnie
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Svenska Handelshögskolan <Helsinki>
Universität Ulm
Bonn Graduate School of Economics
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Econometrisch Instituut <Rotterdam>
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ECONIS (ZBW)
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Risk management of variable annuities
Ruez, Frederik
-
2017
Persistent link: https://www.econbiz.de/10012659889
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2
Risk analysis of annuity conversion options with a special focus on decomposing risk
Schilling, Katja
-
2017
Persistent link: https://www.econbiz.de/10011898170
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3
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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