Fair valuation of universal life policies via a replicating portfolio

Frédéric Sart

Open source

DOI
10.1515/jaa.2010.007
Published
2010-01
Container
Journal of Applied Analysis
Publisher
Walter de Gruyter GmbH
Open access
unknown

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BibTeX

@article{allodium:10.1515/jaa.2010.007,
  title = {Fair valuation of universal life policies via a replicating portfolio},
  author = {Frédéric Sart},
  year = {2010},
  journal = {Journal of Applied Analysis},
  doi = {10.1515/jaa.2010.007},
  url = {https://doi.org/10.1515/jaa.2010.007}
}

RIS

TY  - JOUR
TI  - Fair valuation of universal life policies via a replicating portfolio
AU  - Frédéric Sart
PY  - 2010
JO  - Journal of Applied Analysis
DO  - 10.1515/jaa.2010.007
UR  - https://doi.org/10.1515/jaa.2010.007
ER  - 

APA

Sart, F. (2010). Fair valuation of universal life policies via a replicating portfolio. Journal of Applied Analysis. https://doi.org/10.1515/jaa.2010.007

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