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
Dynamic games in management science with interest rate uncertainty
β Scribed by David W. K. Yeung
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 288 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1619-697X
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