Pricing rate of return guarantees in regular premium unit linked insurance
type: Item
instance of: scholarly article
title: Pricing rate of return guarantees in regular premium unit linked insurance
zbMATH Open document ID: 1103.91049
author: David F. Schrager
author: Antoon Pelsser
published in: Insurance Mathematics \& Economics
publication date: 2005-01-13T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2127231
zbMATH Keywords: Return guarantee
zbMATH Keywords: Average rate option
zbMATH Keywords: Convexity correction
zbMATH Keywords: LIBOR market model
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2004.07.003
OpenAlex ID: W2103010007
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DOI: 10.1016/J.INSMATHECO.2004.07.003
description: scientific article; zbMATH DE number 2127231