Better late than never: The case of the rollover option

DOI10.1016/S0167-6687(97)00025-5zbMath0894.90012OpenAlexW2099483868MaRDI QIDQ1381462

Claire Bilodeau

Publication date: 17 March 1998

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00025-5

zbMATH Keywords

maturity guaranteesperfect marketsrollover option

Mathematics Subject Classification ID

Related Items (1)

The reset decision for segregated fund maturity guarantees

Cites Work

• Pricing equity-linked life insurance with endogenous minimum guarantees

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