Pricing equity-linked life insurance with endogenous minimum guarantees-Reference-Cited by-同舟云学术

Pricing equity-linked life insurance with endogenous minimum guarantees

Published:1993-06 Issue:3 Volume:12 Page:245-257
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Bacinello Anna Rita,Ortu Fulvio

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference11 articles.

1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

2. The pricing of equity-linked life insurance policies with an asset value guarantee;Brennan;Journal of Financial Economics,1976

3. Polizze con prestazioni ancorate al rendimento di fondi azionari: Alcune considerazioni sulla base tecnica esprimente il ‘rischio Finanziario’;De Angelis,1988

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