Uniqueness of the fair premium for equity-linked life insurance contracts

GENEVA Papers on Risk and Insurance Theory

Volumn 21, Issue 1, 1996, Pages 65-102

  Nielsen, J Aase ^a   Sandmann, Klaus ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF BONN   (Germany)

Author keywords

Asian option; Forward risk adjusted measure; Life insurance; Monte Carlo simulation; Stochastic interest rates

Indexed keywords

EID: 0010873020     PISSN: 09264957     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00949051     Document Type: Article

References (17)

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