Probabilistic valuation of certain unit-linked contracts

• Javier Villarroel ^[1]
  1. [1] Universidad de Salamanca

     Universidad de Salamanca

     Salamanca, España

     
• Localización: BEIO, Boletín de Estadística e Investigación Operativa, ISSN 1889-3805, Vol. 24, Nº. 3, 2008, págs. 6-10
• Idioma: inglés
• Enlaces
  • Texto completo (pdf)
• Resumen

  • We consider the fair prize of insurance contracts with benet received either at the insurer's demise or at maturity. Explicit formulas are given for a Brennan & Schwartz contract with benet contingent on decease