scientific article; zbMATH DE number 5159153

MaRDI QIDQ3441240zbMATH OpenFDO

Authors M. M. Moliboga, Victoria S. Skornyakova, Alexander Melnikov

Publication date 29 May 2007

Full work available at URL http://www.ams.org/tpms/2006-73-00/S0094-9000-07-00685-0/home.html

zbMATH Keywords

stochastic volatilityfinancial marketBlack and Scholes formula

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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• Implicit options in life insurance contracts
• On pricing and reserving with-profits life insurance contracts
• Zur Bewertung von Versicherung als Option
• A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies

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