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Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee

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Publication:2015625
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DOI10.1016/j.insmatheco.2013.08.007zbMath1290.91157OpenAlexW2000933960MaRDI QIDQ2015625

Yanyan Li

Publication date: 23 June 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.08.007


zbMATH Keywords

analytical pricingequity-linked policyperiodical premiums


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (2)

ELS pricing and hedging in a fractional Brownian motion environment ⋮ Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior



Cites Work

  • The Pricing of Options and Corporate Liabilities
  • Pricing equity-linked life insurance with endogenous minimum guarantees


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