Dalle Riserve alle Opzioni: " La partecipazione agli utili nelle polizze vita"

From Reserves to Options: " The partecipation to the profit in insurance life policies"

Rossano Giandomenico

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Contingent Claim; Duration; Immunization; Stochastic continuous process (search for similar items in EconPapers)
JEL-codes: G13 G22 G32 (search for similar items in EconPapers)
Date: 2003-07-21
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:20783

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