Pricing equity-linked life insurance contracts with minimum interest rate guarantee in partial equilibrium framework
Year of publication: |
2008
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Authors: | Mao, Hong ; Ostaszewski, Krzysztof M. |
Published in: |
German Risk and Insurance Review : GRIR ; das e-Journal für Versicherungswissenschaften und Risikomanagement. - Köln : [Verlag nicht ermittelbar], ISSN 1860-5400, ZDB-ID 2180690-1. - Vol. 4.2008, p. 27-52
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Subject: | Lebensversicherung | Life insurance | Zins | Interest rate | Optionspreistheorie | Option pricing theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in dt. Sprache Systemvoraussetzung: Acrobat Reader |
Other identifiers: | hdl:10419/68723 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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