Pricing of Equity-linked Life Insurance Policies with an Asset Value Guarantee and Periodic Premiums - Proceedings AFIR 1996 - Nürnberg, Germany
نویسنده
چکیده
In the present paper we establish a quasi-explicit formula for the periodic premium under an equity-linked endowment policy with asset value guarantee in an economy with interest rate risk. R&llml? Le pr6sent article examine 1 'kvaluation d 'une prime periodique d 'assurance pour le produit unit-linked qui contient complCmentairement un rendement garanti. Nous proposons une solution de type quasi-explicite pour ce contract d 'assurance vie dans un modkle de courbe des taux stochastiques.
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تاریخ انتشار 2002