Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362990902844462
Reference19 articles.
1. Equilibrium Prices of Guarantees under Equity-Linked Contracts
2. The pricing of equity-linked life insurance policies with an asset value guarantee
3. Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee
4. Brennan , M. , and Schwartz , E. 1979 . Pricing and investment strategies for guaranteed equity-linked life insurance. Monograph No. 7. S.S. Huebner Foundation for Insurance Education, Wharton School , University of Pennsylvania , Philadelphia .
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A Note on Asymptotic Expansion for Option Pricing with Interacting Assets;SSRN Electronic Journal;2018
2. Asymptotic expansions for SDE’s with small multiplicative noise;Stochastic Processes and their Applications;2015-03
3. Equity-linked pension schemes with guarantees;Insurance: Mathematics and Economics;2011-11
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