Improving risk neutral valuation techniques with applications in insurance

INIS

• applications 100%
• risks 100%
• insurance 100%
• values 80%
• sheets 60%
• liabilities 60%
• contracts 60%
• balances 60%
• market 40%
• profits 40%
• volatility 40%
• units 20%
• management 20%
• interest rate 20%
• losses 20%
• policy 20%
• stocks 20%

Economics, Econometrics and Finance

• Options 100%
• Cash Flow 50%
• Market 50%
• Insurance Company 50%
• Balance Sheet 50%
• Surety 50%
• Volatility 25%
• Stock 25%
• Liability Insurance 25%
• Interest Rate 25%
• Profit 25%
• Risk Management 25%
• Financial Statement 25%
• Profit Sharing 25%
• Loss 25%

Keyphrases

• Embedded Options 100%
• Risk-neutral Valuation 100%
• Balance Sheet 75%
• Insurance Liabilities 25%
• Future Cash Flows 25%
• Life Insurers 25%
• Insurance Policy 25%
• Profit Sharing 25%
• Market Turmoil 25%
• Stock Value 25%
• Volatile Markets 25%
• Variable Annuity 25%