Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Year of publication: |
2009
|
---|---|
Authors: | Costabile, Massimo ; Gaudenzi, Marcellino ; Massabo, Ivar ; Zanette, Antonino |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 2, p. 286-295
|
Subject: | Optionspreistheorie | Option pricing theory |
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