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1 Ergebnisse
1
Incorporation of Stochastic Policyholder Behavior in Analyt..:
Marcos Escobar
;
Mikhail Krayzler
;
Franz Ramsauer
..
http://www.mdpi.com/2227-9091/4/4/41. , 2016
Link:
https://doi.org/10.3390/risks4040041
RT Journal T1
Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:6f60cd67c11e4dab874799127b275638&Exemplar=1&LAN=DE A1 Marcos Escobar A1 Mikhail Krayzler A1 Franz Ramsauer A1 David Saunders A1 Rudi Zagst PB MDPI AG YR 2016 K1 variable annuities K1 surrender behavior K1 closed-form approximation K1 pricing K1 affine linear model K1 Insurance K1 HG8011-9999 JF http://www.mdpi.com/2227-9091/4/4/41 LK http://dx.doi.org/https://doi.org/10.3390/risks4040041 DO https://doi.org/10.3390/risks4040041 SF ELIB - SuUB Bremen
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