Equity-linked life insurance: A model with stochastic interest rates (Q1902634)
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scientific article; zbMATH DE number 819421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity-linked life insurance: A model with stochastic interest rates |
scientific article; zbMATH DE number 819421 |
Statements
Equity-linked life insurance: A model with stochastic interest rates (English)
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19 October 1997
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forward risk adjusted measure
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periodic premium case
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stochastic interest rate dynamics
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Asian-like option contract
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Monte Carlo simulations
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variance reduction
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