Pricing life insurance contracts with early exercise features: Risk Measures and Solvency
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Veröffentlicht in: | Journal of computational and applied mathematics 2009, Vol.233 (1), p.27-35 |
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container_title | Journal of computational and applied mathematics |
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creator | BACINELLO, Anna Rita BIFFIS, Enrico MILLOSSOVICH, Pietro |
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identifier | ISSN: 0377-0427 |
ispartof | Journal of computational and applied mathematics, 2009, Vol.233 (1), p.27-35 |
issn | 0377-0427 1879-1778 |
language | eng |
recordid | cdi_pascalfrancis_primary_22062011 |
source | Elsevier ScienceDirect Journals; EZB-FREE-00999 freely available EZB journals |
subjects | Exact sciences and technology Mathematical analysis Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Sciences and techniques of general use |
title | Pricing life insurance contracts with early exercise features: Risk Measures and Solvency |
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