Variable Annuities and embedded options: some remarks in a fuzzy logic framework (Articolo in rivista)

Type

• Prodotto della ricerca (Classe)
• Articolo in rivista (Classe)

Label

• Variable Annuities and embedded options: some remarks in a fuzzy logic framework (Articolo in rivista) (literal)

Anno

• 2014-01-01T00:00:00+01:00 (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi

• 10.3968/5371 (literal)

Alternative label

• M. Esposito A. Orlando (2014)
  Variable Annuities and embedded options: some remarks in a fuzzy logic framework
  in International business and management; Canadian Research & Development Center of Sciences and Cultures, Laval, Quebec (Canada)
  (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori

• M. Esposito A. Orlando (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume

• 9 (literal)

Rivista

• International business and management (Rivista)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo

• 1 (literal)

Note

• ULRICH'S INTERNATIONAL PERIODICALS DIRECTORY (U.S.A.) (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni

• ICAR-CNR IAC-CNR (literal)

Titolo

• Variable Annuities and embedded options: some remarks in a fuzzy logic framework (literal)

Abstract

• Variable annuities are investment products offered by Insurance Companies. They allow investors to place assets in mutual funds under the umbrella of a tax-deferred account. The account value of variable annuities fluctuates based on the performance of the selected mutual funds and therefore some risks are involved. Recently there has been a growing interest in using fuzzy numbers to deal with financial uncertainty. Many authors have tried to deal fuzziness along with randomness in option pricing models. Aim of the present contribution is to deepen the topic of evaluating the options embedded in variable annuities contracts in a fuzzy logic framework. Key words: Variable annuities; Option pricing; Fuzzy logic; Cox Ross Rubenstein model (literal)

Editore

• Canadian Research & Development Center of Sciences and Cultures (Editore)

Prodotto di

• Sviluppo di metodi matematici e statistici e del relativo software orientato al grid computing (ICT.P11.007.001) (Modulo)
• Istituto per le applicazioni del calcolo \"Mauro Picone\" (IAC) (Istituto)

Autore CNR

• ALBINA ORLANDO (Persona)
• MASSIMO ESPOSITO (Persona)

Incoming links:

Autore CNR di

• ALBINA ORLANDO (Persona)
• MASSIMO ESPOSITO (Persona)

Prodotto

• Istituto per le applicazioni del calcolo \"Mauro Picone\" (IAC) (Istituto)
• Sviluppo di metodi matematici e statistici e del relativo software orientato al grid computing (ICT.P11.007.001) (Modulo)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#rivistaDi

• International business and management (Rivista)

Editore di

• Canadian Research & Development Center of Sciences and Cultures (Editore)