Pricing equity-linked pure endowments via the principle of equivalent utility. (Q1423334): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:18, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing equity-linked pure endowments via the principle of equivalent utility. |
scientific article |
Statements
Pricing equity-linked pure endowments via the principle of equivalent utility. (English)
0 references
14 February 2004
0 references
Equity-indexed annuity
0 references
Indifference price
0 references
Hamilton--Jacobi--Bellman equation
0 references
Black--Scholes equation
0 references
Expected utility
0 references