Modelling the fair value of annuities contracts: The impact of interest rate risk and mortality risk.

被引：0
|
作者：
Ballotta, Laura
Esposito, Giorgia
Haberman, Steven
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 39卷 / 03期
关键词：
fair value; market risk margin;
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 / 420
页数：2
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