Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed

ASTIN Bulletin

Volumn 31, Issue 2, 2001, Pages 275-297

  Bacinello, Anna Rita ^a  

^a UNIVERSITY OF TRIESTE   (Italy)

Author keywords

Black and Scholes framework; Fair pricing; Minimum guarantee; Policies with profits

Indexed keywords

EID: 85011479675     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.31.2.1006     Document Type: Article

References (20)

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