Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
Year of publication: |
2013
|
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Authors: | Costabile, Massimo |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 597-600
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Subject: | Periodical premiums | Equity-linked policy | Analytical pricing | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium |
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