Probabilistic valuation of certain unit-linked contracts

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

ISSN: 1889-3805

Argitalpen urtea: 2008

Alea: 24

Zenbakia: 3

Orrialdeak: 6-10

Mota: Artikulua

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Beste argitalpen batzuk: BEIO, Boletín de Estadística e Investigación Operativa

Laburpena

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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