Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940)
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scientific article; zbMATH DE number 7073333
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuing guaranteed equity-linked contracts by Laguerre series expansion |
scientific article; zbMATH DE number 7073333 |
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Valuing guaranteed equity-linked contracts by Laguerre series expansion (English)
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25 June 2019
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equity-linked death benefits
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Laguerre series expansion
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discounted density approach
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guaranteed minimum death benefits
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0.8266071677207947
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0.7970356941223145
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0.7759178280830383
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0.7715944051742554
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0.7708002924919128
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