Valuing equity-linked death benefits and other contingent options: A discounted density approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Gerber, Hans U. ; Shiu, Elias S.W. ; Yang, Hailiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 1, p. 73-93
|