Valuation of Flexible Insurance Contracts

This work is devoted to the study of insurance contracts based on risky instruments of the financial market. In the case of Black-Scholes with constant and stochastic volatility, we present explicit formulas for premia of pure endowment contracts with guarantees

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Year of publication:	2015
Authors:	Melnikov, Alexander
Other Persons:	Molyboga, Marat (contributor) ; Skornyakova, V. (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Vertrag \| Contract \| Versicherung \| Insurance \| Versicherungsökonomik \| Economics of insurance

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Extent:	1 Online-Ressource (7 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Theory of Probabilities and Mathematical Statistics, 2004, 71, pp. 155-161 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments march 17, 2003 erstellt
Classification:	G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013014245