A binomial tree model for the fair valuation of participating insurance policies with interest rate guarantees.

被引：0
|
作者：
Kleinow, Torsten
Willder, Mark
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 39卷 / 03期
关键词：
inomial tree model; fair valuation; interest rate guarantees;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：419 / 419
页数：1
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