Add to ORKGWe consider here term and whole-life cases of the equity-linked life insurance(ELLI), and the guaranteed annuity option (GAO). We present a financial instrument which is a combination of ELLI and GAO in a stochastic interest rate framework
Equity-linked life insurance contracts are characterized by the fact that benefits are directly link...
In this note we introduce a theoretical model for the pricing and valuation of guaranteed annuity co...
© 2016 Taylor & Francis Group, LLC. Abstract: This article adopts an approach to pricing of equity-l...
Guaranteed Annuity Options are options providing the right to convert a policyholder’s accumulated f...
In this paper, we extend the analysis of the behaviour of pension contracts with guaranteed annuity ...
Guaranteed annuity options are options providing the right to convert a policyholder’s accumulated f...
Guaranteed annuity options are options providing the right to convert a policyholder's accumulated f...
Guaranteed Annuity Options (GAOs) are options available to holders of certain pension policies. Unde...
[[abstract]]This paper analyses the problem of guaranteed annuity options (GAOs)attached to pensions...
This thesis develops stochastic modelling frameworks for the accurate pricing and risk management of...
A valuation model for equity-linked life insurance contracts incorporating stochastic interest rates...
In Brennen and Schwartz (1976, 1979), the rational insurance premium on an equity - linked insurance...
The paper deals with a particular class of equity-linked life insurance contracts called "pure endow...
AbstractThis paper studies the problem of pricing equity-linked life insurance contracts, and also f...
We discuss the fair valuation of Guaranteed Annuity Options, i.e. options providing the right to con...
Equity-linked life insurance contracts are characterized by the fact that benefits are directly link...
In this note we introduce a theoretical model for the pricing and valuation of guaranteed annuity co...
© 2016 Taylor & Francis Group, LLC. Abstract: This article adopts an approach to pricing of equity-l...
Guaranteed Annuity Options are options providing the right to convert a policyholder’s accumulated f...
In this paper, we extend the analysis of the behaviour of pension contracts with guaranteed annuity ...
Guaranteed annuity options are options providing the right to convert a policyholder’s accumulated f...
Guaranteed annuity options are options providing the right to convert a policyholder's accumulated f...
Guaranteed Annuity Options (GAOs) are options available to holders of certain pension policies. Unde...
[[abstract]]This paper analyses the problem of guaranteed annuity options (GAOs)attached to pensions...
This thesis develops stochastic modelling frameworks for the accurate pricing and risk management of...
A valuation model for equity-linked life insurance contracts incorporating stochastic interest rates...
In Brennen and Schwartz (1976, 1979), the rational insurance premium on an equity - linked insurance...
The paper deals with a particular class of equity-linked life insurance contracts called "pure endow...
AbstractThis paper studies the problem of pricing equity-linked life insurance contracts, and also f...
We discuss the fair valuation of Guaranteed Annuity Options, i.e. options providing the right to con...
Equity-linked life insurance contracts are characterized by the fact that benefits are directly link...
In this note we introduce a theoretical model for the pricing and valuation of guaranteed annuity co...
© 2016 Taylor & Francis Group, LLC. Abstract: This article adopts an approach to pricing of equity-l...