Pricing equity-linked life insurance with endogenous minimum guarantees
- 1 June 1993
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 12 (3) , 245-257
- https://doi.org/10.1016/0167-6687(93)90236-i
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
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- Martingales and arbitrage in multiperiod securities marketsJournal of Economic Theory, 1979
- The pricing of equity-linked life insurance policies with an asset value guaranteeJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973