Dalle Riserve alle Opzioni: " La partecipazione agli utili nelle polizze vita"
[From Reserves to Options: " The partecipation to the profit in insurance life policies"]
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References listed on IDEAS
- Ingersoll, Jonathan E. & Skelton, Jeffrey & Weil, Roman L., 1978. "Duration Forty Years Later," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(4), pages 627-650, November.
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More about this item
Keywords
Contingent Claim; Duration; Immunization; Stochastic continuous process;All these keywords.
JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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