Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2005.02.010
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+W2017344114
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+Pricing equity-linked pure endowments via the principle of equivalent utility.
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+Risk Aversion in the Small and in the Large
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+Pricing Via Utility Maximization and Entropy
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+Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
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+Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
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