𝔖 Bobbio Scriptorium
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Implicit options in life insurance contracts

✍ Scribed by Tobias Dillmann; Jochen Ruß


Book ID
105618863
Publisher
Springer-Verlag
Year
2001
Tongue
German
Weight
709 KB
Volume
25
Category
Article
ISSN
1864-0281

No coin nor oath required. For personal study only.


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Explicit portfolio for unit-linked life
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Introducing a surrender option in unit-linked life insurance contracts leads to a dependence between the surrender time and the financial market. [J. Barbarin, Risk minimizing strategies for life insurance contracts with surrender option, Tech. rep., University of Louvain-La-Neuve, 2007] used a lot