Probabilistic valuation of certain unit-linked contracts.

J. Villarroel

Boletín de Estadística e Investigación Operativa. BEIO (2008)

  • Volume: 24, Issue: 3, page 6-10
  • ISSN: 1699-8871

How to cite

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Villarroel, J.. "Probabilistic valuation of certain unit-linked contracts.." Boletín de Estadística e Investigación Operativa. BEIO 24.3 (2008): 6-10. <http://eudml.org/doc/42933>.

@article{Villarroel2008,
author = {Villarroel, J.},
journal = {Boletín de Estadística e Investigación Operativa. BEIO},
keywords = {risk-neutral fair-price; unit-linked insurance contracts; martingale probability},
language = {eng},
number = {3},
pages = {6-10},
title = {Probabilistic valuation of certain unit-linked contracts.},
url = {http://eudml.org/doc/42933},
volume = {24},
year = {2008},
}

TY - JOUR
AU - Villarroel, J.
TI - Probabilistic valuation of certain unit-linked contracts.
JO - Boletín de Estadística e Investigación Operativa. BEIO
PY - 2008
VL - 24
IS - 3
SP - 6
EP - 10
LA - eng
KW - risk-neutral fair-price; unit-linked insurance contracts; martingale probability
UR - http://eudml.org/doc/42933
ER -

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