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".

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.

• Item Type: MPRA Paper
• English Title: From Reserves to Options: " The partecipation to the profit in insurance life policies"
• Language: Italian
• Keywords: Contingent Claim, Duration, Immunization, Stochastic continuous process
• Subjects: G - Financial Economics > G2 - Financial Institutions and Services > G22 - Insurance ; Insurance Companies ; Actuarial Studies; G - Financial Economics > G3 - Corporate Finance and Governance > G32 - Financing Policy ; Financial Risk and Risk Management ; Capital and Ownership Structure ; Value of Firms ; Goodwill; G - Financial Economics > G1 - General Financial Markets > G13 - Contingent Pricing ; Futures Pricing

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