Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
M. Costabile
| Year of publication: |
2013
|
|---|---|
| Authors: | Costabile, Massimo |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 597-600
|
| Subject: | Periodical premiums | Equity-linked policy | Analytical pricing | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227933