Probabilistic valuation of certain unit-linked contracts

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

ISSN: 1889-3805

Année de publication: 2008

Volumen: 24

Número: 3

Pages: 6-10

Type: Article

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D'autres publications dans: BEIO, Boletín de Estadística e Investigación Operativa

Résumé

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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