Valuing equity-linked death benefits and other contingent options: a discounted density approach
| Data(s) |
01/04/2012
|
|---|---|
| Identificador |
http://serval.unil.ch/?id=serval:BIB_954CA7C615E3 isbn:0167-6687 |
| Idioma(s) |
en |
| Fonte |
Insurance: Mathematics & Economics, vol. 51, no. 1, pp. 73-92 |
| Palavras-Chave | #equity-linked death benefits; variable annuities; minimum guaranteed death benefits; exponential stopping; option pricing; discounted density |
| Tipo |
info:eu-repo/semantics/article article |
