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~isPartOf:"Insurance / Mathematics & economics"
~person:"Linton, Oliver"
~person:"Račev, Svetlozar T."
~person:"Zanette, Antonio"
~subject:"Zinsstruktur"
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Zinsstruktur
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Linton, Oliver
Račev, Svetlozar T.
Zanette, Antonio
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Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
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2
Calibrating affine stochastic mortality models using term assurance premiums
Russo, Vincenzo
;
Giacometti, Rosella
;
Ortobelli, Sergio
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10009157445
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