Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee

Michael John Brennan · Eduardo S. Schwartz

116 citations0/0 files storedThe Journal of Business

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Stochastic processes and financial applications Insurance and Financial Risk Management Probability and Risk Models

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Michael J. Brennan, Eduardo S. Schwartz, Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee, The Journal of Business, Vol. 52, No. 1 (Jan., 1979), pp. 63-93

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