Evaluation of participating endowment life insurance policies in a stochastic environment
Author:
Funder
NSERC
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s13385-023-00373-1.pdf
Reference35 articles.
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3. Bacinello AR, Ortu F (1994) Single and periodic premiums for guaranteed equity-linked life insurance under interest-rate risk: the “lognormal+ Vasicek” case. In Financial Modelling, pages 1–25. Springer
4. Bacinello AR, Persson S-A (2002) Design and pricing of equity-linked life insurance under stochastic interest rates. The Journal of Risk Finance 3(2):6–21
5. Bauer D, Kiesel R, Kling A, RußJ (2006) Risk-neutral valuation of participating life insurance contracts. Insurance: Mathematics and Economics 39(2):171–183
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