Equity-linked life insurance: A model with stochastic interest rates
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Publication:1902634
DOI10.1016/0167-6687(95)00007-FzbMath0872.62094OpenAlexW2240088247WikidataQ127363689 ScholiaQ127363689MaRDI QIDQ1902634
Klaus Sandmann, Jørgen Aase Nielsen
Publication date: 19 October 1997
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(95)00007-f
Monte Carlo simulationsvariance reductionforward risk adjusted measureAsian-like option contractperiodic premium casestochastic interest rate dynamics
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