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Participating policies
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contingent claims valuation
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perturbation techniques
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reversionary reserve distribution
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International Journal of Theoretical and Applied Finance (IJTAF)
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PRICING PARTICIPATING POLICIES WITH RATE GUARANTEES
CHU, CHI CHIU
;
KWOK, YUE KUEN
- In:
International Journal of Theoretical and Applied …
09
(
2006
)
04
,
pp. 517-532
periodically to the policyholders. Besides the
reversionary
reserve
distribution
, terminal bonus is also paid to the policyholders …
Persistent link: https://www.econbiz.de/10004971739
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