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~person:"Neef, Linda R."
~person:"Pelsser, Antoon André Jean"
~subject:"Finanzmathematik"
~subject:"Lebensversicherung"
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Interest rate derivative
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Neef, Linda R.
Pelsser, Antoon André Jean
Baaquie, Belal E.
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Report / Erasmus Center for Financial Research, Erasmus University
2
Scandinavian actuarial journal
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ECONIS (ZBW)
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Interest rate model comparisons for participating products under Solvency II
Aas, Kjersti
;
Neef, Linda R.
;
Williams, Lloyd
;
Raabe, Dag
- In:
Scandinavian actuarial journal
(
2018
)
3
,
pp. 203-224
Persistent link: https://www.econbiz.de/10011881080
Saved in:
2
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
3
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
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