Probabilistic valuation of certain unit-linked contracts

  1. Javier Villarroel 1
  1. 1 Facultad de Ciencias, Universidad de Salamanca
Journal:
BEIO, Boletín de Estadística e Investigación Operativa

ISSN: 1889-3805

Year of publication: 2008

Volume: 24

Issue: 3

Pages: 6-10

Type: Article

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More publications in: BEIO, Boletín de Estadística e Investigación Operativa

Abstract

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

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