Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (Q4661641): Difference between revisions

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+An equilibrium characterization of the term structure
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+A stochastic calculus model of continuous trading: Complete markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Martingales and arbitrage in multiperiod securities markets
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+The Pricing of Options and Corporate Liabilities
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+https://doi.org/10.2143/ast.31.2.1006
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+W2073919559
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+Publication:4661641