Munich Personal RePEc Archive

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

Giandomenico, Rossano (2003): Dalle Riserve alle Opzioni: " La partecipazione agli utili nelle polizze vita".

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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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