Implicit options in life insurance contracts

DOI10.1007/BF02809049zbMath1354.91061OpenAlexW1500161439MaRDI QIDQ5422781

Jochen Ruß, Tobias Dillmann

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809049

Mathematics Subject Classification ID

Cites Work

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• Pricing of Unit-linked Life Insurance Policies
• An equilibrium characterization of the term structure
• Pricing Interest-Rate-Derivative Securities
• Zur Bewertung von Optionen und Garantien bei Lebensversicherungen

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