Fair Valuation of Various Participation Schemes in Life Insurance

DOI10.2143/AST.35.1.583176zbMath1099.62120OpenAlexW4238749356MaRDI QIDQ5490591

Immaculada Domínguez-Fabián, Pierre Devolder

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.35.1.583176

Mathematics Subject Classification ID

Related Items (1)

A two-account model of pension saving contracts

Cites Work

• Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
• Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
• Option pricing: A simplified approach

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