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On the Risk-neutral valuation of life insurance contracts with numerical methods in view

Recurso electrónico / electronic resource
MARC record
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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1001 ‎$0‎MAPA20080650254‎$a‎Bauer, Daniel
24510‎$a‎On the Risk-neutral valuation of life insurance contracts with numerical methods in view‎$c‎Daniel Bauer, Daniela Bergmann, Rüdiger Kiesel
520  ‎$a‎In recent years, market-consistent valuation approaches have gained an increasing importance for insurance companies. This has triggered an increasing interest among practitioners and academics, and a number of specific studies on such valuation approaches have been published.
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 65-95