Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts
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DOI: 10.1016/j.insmatheco.2017.10.005
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Cited by:
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More about this item
Keywords
Minimum guaranteed fund; Embedded option; Credit risk; Liquidity risk; Asset liability management;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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