Cargando…
Valuation of Endowment-Insurance Equity-Linked Contracts for Stocks with Exotic Dynamics
We consider the fair martingale prize of insurance contracts with benefit received either at the insurer's demise or at maturity. We show how to modify the dynamics of the underlying so as to incorporate the possibility that the traded stock has a strong support at some level. The resulting dyn...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi Publishing Corporation
2014
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3942354/ https://www.ncbi.nlm.nih.gov/pubmed/24672305 http://dx.doi.org/10.1155/2014/314286 |