Pricing of long dated equity-linked life insurance contracts (Q2804516)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of long dated equity-linked life insurance contracts |
scientific article |
Statements
Pricing of long dated equity-linked life insurance contracts (English)
0 references
29 April 2016
0 references
life insurance contracts
0 references
stochastic differential equations
0 references
growth optimal portfolio
0 references
squared Bessel process
0 references
quadratic term structure
0 references
zero coupon bond
0 references
mortality rate
0 references
call option
0 references
0 references
0 references
