Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
Xiaoqing Liang, Cary Chi-Liang Tsai, Yi Lu
| Year of publication: |
September 2016
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|---|---|
| Authors: | Liang, Xiaoqing ; Tsai, Cary Chi-Liang ; Lu, Yi |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 150-161
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| Subject: | Equity-linked death benefits | Minimum guaranteed death benefits | Life-contingent options | Piecewise constant forces of mortality | Variable annuities | Inflation-indexed death benefits | Guaranteed variable annuities | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Optionspreistheorie | Option pricing theory | Private Altersvorsorge | Private retirement provision | Kapitaleinkommen | Capital income | Leibrente | Life annuity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597256