How Sensitive is the Pricing of Look-Back and Interest Rate Guarantees when Changing the Modelling Assumptions?
Journal
Insurance: Mathematics and Economics
Series
Working Paper on Risk Management and Insurance
ISSN
0167-6687
Type
journal article
Date Issued
2014
Author(s)
Orozco-Garcia, Carolina
Research Team
C. Orozco-Garcia
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
SoM - Responsible Corporate Competitiveness (RoCC)
Refereed
No
Publisher
North Holland Publ. Co.
Volume
65
Number
1
Start page
77
End page
93
Subject(s)
Division(s)
Eprints ID
236483