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Dalle Riserve alle Opzioni: " La partecipazione agli utili nelle polizze vita"
[From Reserves to Options: " The partecipation to the profit in insurance life policies"]

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Author Info

  • Giandomenico, Rossano

Abstract

The thesis develops the option pricing model with interest rate model in stochastic environment by analyzing insurance field in asset liability management context and regulatory puorpose from the management prospective.

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File URL: http://mpra.ub.uni-muenchen.de/20783/
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File URL: http://mpra.ub.uni-muenchen.de/21243/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 20783.

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Date of creation: 21 Jul 2003
Date of revision:
Handle: RePEc:pra:mprapa:20783

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Related research

Keywords: Contingent Claim; Duration; Immunization; Stochastic continuous process;

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