Valuation of guaranteed unit linked contracts

zbMATH Open1333.62254MaRDI QIDQ2801418FDOQ2801418

Authors: Alessandro Jori 

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=2

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Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Corporate finance (dividends, real options, etc.) (91G50)

Cited In (4)

• Analytical pricing of the unit-linked endowment with guarantees and periodic premiums
• Probabilistic valuation of certain unit-linked contracts
• Bewertung eines Kapitals und Rentenfaktoren
• Pricing rate of return guarantees in regular premium unit linked insurance

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