scientific article; zbMATH DE number 5954101
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Publication:3172265
zbMATH Open1234.93095MaRDI QIDQ3172265FDOQ3172265
Authors: Ruihua Liu, Q. Zhang 
Publication date: 5 October 2011
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regime-switchingMonte-Carlo simulationstochastic interest rateguaranteed equity-linked life insuranceoption valuation, bond valuation
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- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model
- Bayesian Risk Management for Equity-Linked Insurance
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model
- Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics
- Unterscheidungskriterium Partizipationssatz bei der Aktienindexgebundenen Lebensversicherung
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