Implicit Embedded Options in Life Insurance Contracts by Nils Rüfenacht

Implicit Embedded Options in Life Insurance Contracts by Nils Rüfenacht

Author:Nils Rüfenacht
Language: eng
Format: epub
Publisher: Physica-Verlag HD, Heidelberg


2Helvetia Schweizerische Lebensversicherungsgesellschaft AG, Basel.

3See http://​www.​r-project.​org/​. Last checked: 1 June 2011.

4See http://​www.​versichererrepor​t.​finma.​ch/​reportportal/​. Last checked: 1 June 2011.

5For further information on this topic the interested reader is referred to Barsky (1989) and Stivers and Sun (2002).

6Quotes available on http://​www.​six-swiss-exchange.​com/​indices/​shares/​spi_​family_​de.​html. Last checked: 1 June 2011.



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