Pesquisa de referências
Centro de Documentação

On the Risk-neutral valuation of life insurance contracts with numerical methods in view
Recurso electrónico / electronic resource
MAP20150026927
Bauer, Daniel ‌
On the Risk-neutral valuation of life insurance contracts with numerical methods in view / Daniel Bauer, Daniela Bergmann, Rüdiger Kiesel
Sumario: In 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
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 65-95
I. Título.