Pricing rate of return guarantees in regular premium unit linked insurance (Q704417)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing rate of return guarantees in regular premium unit linked insurance |
scientific article |
Statements
Pricing rate of return guarantees in regular premium unit linked insurance (English)
0 references
13 January 2005
0 references
Return guarantee
0 references
Average rate option
0 references
Convexity correction
0 references
LIBOR market model
0 references
0 references
0 references