Probabilistic valuation of certain unit-linked contracts

zbMATH Open1175.91086MaRDI QIDQ3635429FDOQ3635429

Authors: Javier Villarroel 

Publication date: 6 July 2009

Full work available at URL: https://eudml.org/doc/42933

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zbMATH Keywords

martingale probabilityrisk-neutral fair-priceunit-linked insurance contracts

Mathematics Subject Classification ID

Cited In (5)

• Time-risk discount valuation of life contacts
• Further discussion of some new unit-link policies
• Valuation of guaranteed unit linked contracts
• Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics
• Tractable valuations under uncertainty

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