Probabilistic valuation of certain unit-linked contracts
- 1 Facultad de Ciencias, Universidad de Salamanca
ISSN: 1889-3805
Any de publicació: 2008
Volum: 24
Número: 3
Pàgines: 6-10
Tipus: Article
Altres publicacions en: BEIO, Boletín de Estadística e Investigación Operativa
Resum
We consider the fair prize of insurance contracts with benet received either at the insurer's demise or at maturity. Explicit formulas are given for a Brennan & Schwartz contract with benet contingent on decease