On the pricing of regular premium variable annuities using options
Year of publication: |
2015
|
---|---|
Authors: | Poufinas, Thomas |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 4.2015, 1, p. 54-77
|
Subject: | Optionspreistheorie | Option pricing theory | Lebensversicherung | Life insurance | Private Altersvorsorge | Private retirement provision | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Versicherungsbeitrag | Insurance premium | CAPM |
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