Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets
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Publication:3182407
DOI10.1080/07362990902844462zbMath1183.62181OpenAlexW2093133829MaRDI QIDQ3182407
Kai Wallbaum, Victoria Steblovskaya, Sergio A. Albeverio
Publication date: 8 October 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990902844462
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Related Items (2)
Equity-linked pension schemes with guarantees ⋮ Asymptotic expansions for SDE's with small multiplicative noise
Cites Work
- Pricing equity-linked life insurance with endogenous minimum guarantees
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes
- A model of financial market with several interacting assets. Complete market case
- Equity-linked life insurance: A model with stochastic interest rates
- A Model with Interacting Assets Driven by Poisson Processes
- A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL
- Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
- Risk-minimizing hedging strategies for insurance payment processes
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