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The Fair Premium of an Equity—Linked Life and Pension Insurance · Study

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ChapterThe Fair Premium of an Equity—Linked Life and Pension Insurance

Jørgen Aase Nielsen2002

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The Fair Premium of an Equity—Linked Life and Pension Insurance

Jørgen Aase Nielsen · Klaus Sandmanne

20 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Insurance, Mortality, Demography, Risk Management Probability and Risk Models

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References

1977An equilibrium characterization of the term structure 1995Changes of numéraire, changes of probability measure and option pricing 1995The value of an Asian option 1976The pricing of equity-linked life insurance policies with an asset value guarantee 1994Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price 1993Pricing equity-linked life insurance with endogenous minimum guarantees 2003Pricing Bounds on Asian Options 1995Equity-linked life insurance: A model with stochastic interest rates

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2004Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurancearticle · 6 shared references 2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applicationsarticle · 4 shared references 2004Option Pricing: Valuation Models and Applicationsarticle · 4 shared references 2016General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Optionsarticle · 4 shared references 1996Exotic Unit-Linked Life Insurance Contractsarticle · 4 shared references 2002Design and Pricing of Equity‐Linked Life Insurance under Stochastic Interest Ratesarticle · 4 shared references

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Year2002

Typechapter

Published2002-01-01

VenueSpringer eBooks

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-662-04790-3_12

openalex_workW1523923169

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