No-arbitrage pricing for life insurance and annuities.
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Publication:1960583
DOI10.1016/S0165-1765(99)00103-2zbMath1062.91562MaRDI QIDQ1960583
Publication date: 12 January 2000
Published in: Economics Letters (Search for Journal in Brave)
Related Items (3)
Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective ⋮ Optimal asset allocation in life annuities: a note. ⋮ Martingale Valuation of Cash Flows for Insurance and Interest Models
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