Single and periodic premiums for guaranteed equity-linked life insurance under interest-rate risk : the "lognormal + Vasicek" case
Year of publication: |
1994
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Authors: | Bacinello, Anna Rita |
Other Persons: | Ortu, Fulvio (contributor) |
Published in: |
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]. - Heidelberg [u.a.] : Physica-Verl, ISBN 0-387-91487-0. - 1994, p. 1-25
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Subject: | Lebensversicherung | Life insurance | Versicherungsmathematik | Actuarial mathematics | Zinsrisiko | Interest rate risk | Theorie | Theory |
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