Probabilistic valuation of certain unit-linked contracts
- 1 Facultad de Ciencias, Universidad de Salamanca
ISSN: 1889-3805
Datum der Publikation: 2008
Ausgabe: 24
Nummer: 3
Seiten: 6-10
Art: Artikel
Andere Publikationen in: BEIO, Boletín de Estadística e Investigación Operativa
Zusammenfassung
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