Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios

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Serval ID
serval:BIB_5C025EB37880
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
Journal
Scandinavian Actuarial Journal
Author(s)
Peter Hieber, Jan Natolski, Ralf Werner
Publication state
Published
Issued date
2019
Volume
6
Pages
478-507
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_5C025EB37880
DOI
10.1080/03461238.2019.1574889
Publisher's website
https://doi.org/10.1080/03461238.2019.1574889
Create date
08/09/2021 10:36
Last modification date
19/09/2021 5:36
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