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Pricing rate of return guarantees in regular premium unit linked insurance - MaRDI portal

Pricing rate of return guarantees in regular premium unit linked insurance (Q704417)

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scientific article; zbMATH DE number 2127231
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English
Pricing rate of return guarantees in regular premium unit linked insurance
scientific article; zbMATH DE number 2127231

    Statements

    Pricing rate of return guarantees in regular premium unit linked insurance (English)
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    13 January 2005
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    Return guarantee
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    Average rate option
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    Convexity correction
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    LIBOR market model
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