Pricing of Unit-linked Life Insurance Policies (Q4311651): Difference between revisions

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Revision as of 18:22, 19 March 2024

scientific article; zbMATH DE number 679621
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English
Pricing of Unit-linked Life Insurance Policies
scientific article; zbMATH DE number 679621

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    Pricing of Unit-linked Life Insurance Policies (English)
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    18 June 1995
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    unit-linked insurance
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    equity-linked insurance
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    arbitrage pricing
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    martingale theory
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    risk-minimizing trading strategies
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    partial differential equation
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    Thiele's equation
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    principle of equivalence
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