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Combining fair pricing and capital requirements for non-life insurance companies

✍ Scribed by Nadine Gatzert; Hato Schmeiser


Book ID
116615213
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
266 KB
Volume
32
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.


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A unit-linked life insurance contract is a contract where the insurance benefits depend on the price of some specific traded stocks. We consider a model describing the uncertainty of the financial market and a portfolio of insured individuals simultaneously. Due to incompleteness the insurance claim