Arithmetic averaging equity-linked life insurance policies in Germany

DOI10.1016/S0167-6687(99)00010-4zbMath0940.62105MaRDI QIDQ1962813

Jochen Ruß, Dirk Jens F. Nonnenmacher

Publication date: 30 March 2000

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

zbMATH Keywords

Monte Carlo simulationaverage price optionsadditional policy reservesguaranteed equity-linked life insurancerate of index participation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Bestimmung des Partizipationssatzes bei der Aktienindexgebundenen Lebensversicherung

Cites Work

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• Martingales and stochastic integrals in the theory of continuous trading
• Monte Carlo and quasi-Monte Carlo methods in scientific computing. Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23-25, 1994

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