Arithmetic averaging equity-linked life insurance policies in Germany
type: Item
instance of: scholarly article
title: Arithmetic averaging equity-linked life insurance policies in Germany
zbMATH Open document ID: 0940.62105
DOI: 10.1016/S0167-6687(99)00010-4
author: Dirk Jens F. Nonnenmacher
author: Jochen Ruß
published in: Insurance Mathematics \& Economics
publication date: 2000-03-30T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1396344
zbMATH Keywords: guaranteed equity-linked life insurance
zbMATH Keywords: rate of index participation
zbMATH Keywords: additional policy reserves
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: average price options
MaRDI profile type: Publication
cites work: Q4869639
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cites work: 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
description: scientific article; zbMATH DE number 1396344