A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775): Difference between revisions

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+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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+The Pricing of Options and Corporate Liabilities
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+Pricing contingent claims on stocks driven by Lévy processes
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Q4856610
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+The Variance Gamma Process and Option Pricing
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+Option Pricing With V. G. Martingale Components<sup>1</sup>
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+Q4905685
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+Option pricing when underlying stock returns are discontinuous
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+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
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+Fair valuation of path-dependent participating life insurance contracts.
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+Publication:2581775