Pricing equity-linked pure endowments via the principle of equivalent utility. (Q1423334)
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scientific article; zbMATH DE number 2041755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing equity-linked pure endowments via the principle of equivalent utility. |
scientific article; zbMATH DE number 2041755 |
Statements
Pricing equity-linked pure endowments via the principle of equivalent utility. (English)
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14 February 2004
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Equity-indexed annuity
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Indifference price
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Hamilton--Jacobi--Bellman equation
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Black--Scholes equation
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Expected utility
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