Ditemukan 1 dokumen yang sesuai dengan query
Rufenacht, Nils, author
[This book presents a market-consistent valuation framework for implicit embedded options in life insurance contracts. This framework is used to perform an empirical analysis based on more than 110,000 actual and in-force life insurance policies and with a focus on the modeling of interest rates. Its results are the answer...
Heidelberg : [Springer, ], 2012
e20397006
eBooks Universitas Indonesia Library
