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~isPartOf:"Discussion paper / B"
~isPartOf:"The Geneva papers on risk and insurance theory"
~subject:"CAPM"
~subject:"Versicherungsmathematik"
~subject:"Zins"
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Search: subject_exact:"Interest-rate elasticity"
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ECONIS (ZBW)
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The effective duration and convexity of liabilities for property-liability insurers under stochastic interest rates
Ahlgrim, Kevin C.
;
O'Arcy, Stephen P.
;
Gorvett, Richard W.
- In:
The Geneva papers on risk and insurance theory
29
(
2004
)
1
,
pp. 75-108
Persistent link: https://www.econbiz.de/10002141040
Saved in:
2
Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
Saved in:
3
Exotic unit-linked life insurance contracts
Ekern, Steinar
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 35-63
Persistent link: https://www.econbiz.de/10001334892
Saved in:
4
On financial guarantee insurance under stochastic interest rates
Lai, Van Son
- In:
The Geneva papers on risk and insurance theory
19
(
1995
)
2
,
pp. 119-137
Persistent link: https://www.econbiz.de/10001178141
Saved in:
5
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
Saved in:
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