Pricing rate of return guarantees in regular premium unit linked insurance (Q704417): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2004.07.003 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.07.003 / rank
 
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Property / OpenAlex ID: W2103010007 / rank
 
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Latest revision as of 01:15, 10 December 2024

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Pricing rate of return guarantees in regular premium unit linked insurance
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    Pricing rate of return guarantees in regular premium unit linked insurance (English)
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    13 January 2005
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    Return guarantee
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    Average rate option
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    Convexity correction
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    LIBOR market model
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