Pricing of Unit-linked Life Insurance Policies (Q4311651)
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scientific article; zbMATH DE number 679621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Unit-linked Life Insurance Policies |
scientific article; zbMATH DE number 679621 |
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Pricing of Unit-linked Life Insurance Policies (English)
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18 June 1995
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unit-linked insurance
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equity-linked insurance
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arbitrage pricing
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martingale theory
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risk-minimizing trading strategies
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partial differential equation
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Thiele's equation
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principle of equivalence
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