Equity-linked life insurance: A model with stochastic interest rates (Q1902634): Difference between revisions
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| Property / author | |||
| Property / author: Jørgen Aase Nielsen / rank | |||
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| Property / author: Jørgen Aase Nielsen / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Pricing equity-linked life insurance with endogenous minimum guarantees / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0167-6687(95)00007-f / rank | |||
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| Property / OpenAlex ID: W2240088247 / rank | |||
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| Property / Wikidata QID: Q127363689 / rank | |||
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Latest revision as of 23:08, 31 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity-linked life insurance: A model with stochastic interest rates |
scientific article |
Statements
Equity-linked life insurance: A model with stochastic interest rates (English)
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19 October 1997
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forward risk adjusted measure
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periodic premium case
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stochastic interest rate dynamics
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Asian-like option contract
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Monte Carlo simulations
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variance reduction
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