Valuing equity-linked death benefits and other contingent options: a discounted density approach

Details

Request a copyRequest a copy
Serval ID
serval:BIB_954CA7C615E3
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Valuing equity-linked death benefits and other contingent options: a discounted density approach
Journal
Insurance: Mathematics & Economics
Author(s)
Gerber H.U., Shiu E.S.W., Yang H.
ISSN
0167-6687
Publication state
Published
Issued date
04/2012
Peer-reviewed
Oui
Volume
51
Number
1
Pages
73-92
Language
english
Keywords
equity-linked death benefits, variable annuities, minimum guaranteed death benefits, exponential stopping, option pricing, discounted density
OAI-PMH
oai:serval.unil.ch:BIB_954CA7C615E3
Create date
18/04/2012 17:24
Last modification date
20/08/2019 14:57
Usage data