Dalle Riserve alle Opzioni: " La partecipazione agli utili nelle polizze vita"
[From Reserves to Options: " The partecipation to the profit in insurance life policies"]
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.
|Date of creation:||21 Jul 2003|
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