http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Implicit embedded options in life insurance contracts
Introduction -- Theoretical Considerations Regarding Embedded Options -- Asset Modelling Process -- Liability Modelling Process -- An Empirical Analysis Using the Entire Modelling Approach -- Conclusion.
Description based upon print version of record.
Includes bibliographical references and index.
Implicit Embedded Options in Life Insurance Contracts : A Market Consistent Valuation Framework