Implicit options in life insurance contracts

DOI10.1007/BF02809050zbMath1354.91062MaRDI QIDQ5422782

Jochen Ruß, Tobias Dillmann

Publication date: 30 October 2007

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

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Pricing American-style securities using simulation
• Pricing of Unit-linked Life Insurance Policies
• An equilibrium characterization of the term structure
• Pricing Interest-Rate-Derivative Securities
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