Pricing of Unit-linked Life Insurance Policies (Q4311651): Difference between revisions

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-Q163436
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-Normal rank
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+Knut Kristian Aase
@@ Property / author: Knut Kristian Aase / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461238.1994.10413928
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@@ Property / OpenAlex ID @@
+W2032530011
@@ Property / OpenAlex ID: W2032530011 / rank @@
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@@ Property / cites work @@
+Contingent claims valuation when the security price is a combination of an Itō process and a random point process
+Normal rank
@@ Property / cites work @@
+Pricing equity-linked life insurance with endogenous minimum guarantees
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4000330
@@ Property / cites work: Q4000330 / rank @@
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@@ Property / cites work @@
+Q3811988
@@ Property / cites work: Q3811988 / rank @@
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@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4311651