Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
type: Item
instance of: scholarly article
title: Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
zbMATH Open document ID: 1290.91157
author: Yanyan Li
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6306903
zbMATH Keywords: periodical premiums
zbMATH Keywords: equity-linked policy
zbMATH Keywords: analytical pricing
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.08.007
OpenAlex ID: W2000933960
cites work: Pricing equity-linked life insurance with endogenous minimum guarantees
cites work: The pricing of options and corporate liabilities
DOI: 10.1016/J.INSMATHECO.2013.08.007
description: scientific article; zbMATH DE number 6306903