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Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
Miltersen, Kristian R.; Persson, Svein-arne - In: Scandinavian actuarial journal : Actuarial Society of … (2003) 4, pp. 257-279
Persistent link: https://www.econbiz.de/10005929927
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Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
Miltersen, Kristian R.; Persson, Svein-arne - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2003) 4, pp. 257-279
Persistent link: https://www.econbiz.de/10005931381
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Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
Miltersen, Kristian R.; Persson, Svein-Arne - In: Insurance / Mathematics & economics 25 (1999) 3, pp. 307-326
Persistent link: https://www.econbiz.de/10006910261
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Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
Miltersen, Kristian R.; Sandmann, Klaus; Sondermann, Dieter - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 409-430
Persistent link: https://www.econbiz.de/10007308282
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Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10006700985
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REAL OPTIONS WITH UNCERTAIN MATURITY AND COMPETITION
Miltersen, Kristian R.; Schwartz, Eduardo S. - 2007
Persistent link: https://www.econbiz.de/10007724569
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Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products
Persson, Svein-Arne; Aase, Knut K. - In: The journal of risk and insurance : the journal of the … 64 (1997) 4, pp. 599-618
Persistent link: https://www.econbiz.de/10007362388
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Book Review
Persson, Svein-arne - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 2, pp. 157
Persistent link: https://www.econbiz.de/10005926455
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Book Review
Persson, Svein-arne - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2004) 2, pp. 157
Persistent link: https://www.econbiz.de/10005928713
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Pricing of Unit-linked Life Insurance Policies
Aase, Knut K.; Persson, Svein-Arne - In: Scandinavian actuarial journal : Actuarial Society of … (1994) 2, pp. 26-52
Persistent link: https://www.econbiz.de/10006001441