A stochastic control model for pricing the guaranteed equity-linked insurance

被引：0
|
作者：
Xu, Zhijun [1 ]
Wang, Qi [1 ]
Chen, Huodi [1 ]
机构：
[1] East China Institute of Technology, Fuzhou 344000, China
来源：
2010 International Conference on Management and Service Science, MASS 2010 | 2010年
关键词：
Compendex;
D O I：
5578299
中图分类号：
学科分类号：
摘要：
Stochastic systems
引用
收藏
相关论文
共 50 条
  • [21] Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
    Kirkby, J. Lars
    Duy Nguyen
    INSURANCE MATHEMATICS & ECONOMICS, 2021, 100 : 408 - 428
  • [22] Equity-linked securities option pricing by fractional Brownian motion
    Wang, Jian
    Yan, Yan
    Chen, Wenbing
    Shao, Wei
    Tang, Weiwei
    CHAOS SOLITONS & FRACTALS, 2021, 144
  • [23] An optimal equity-linked pure endowment contract: optimal stochastic control approach
    Vahabi, Saman
    Najafabadi, Amir T. Payandeh
    Soft Computing, 2024, 28 (19) : 11133 - 11145
  • [24] Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance
    Wang, Chou-Wen
    Yang, Sharon S.
    Huang, Jr-Wei
    QUANTITATIVE FINANCE, 2017, 17 (10) : 1567 - 1581
  • [25] On Pricing Equity-Linked Investment Products with a Threshold Expense Structure
    Bae, Taehan
    Ko, Bangwon
    KOREAN JOURNAL OF APPLIED STATISTICS, 2010, 23 (04) : 621 - 633
  • [26] Fast Monte Carlo Simulation for Pricing Equity-Linked Securities
    Hanbyeol Jang
    Sangkwon Kim
    Junhee Han
    Seongjin Lee
    Jungyup Ban
    Hyunsoo Han
    Chaeyoung Lee
    Darae Jeong
    Junseok Kim
    Computational Economics, 2020, 56 : 865 - 882
  • [27] Designing and valuing new equity-linked insurance products for couples
    Tang, Kelvin
    Cheung, Eric C. K.
    Woo, Jae-Kyung
    INSURANCE MATHEMATICS & ECONOMICS, 2025, 121 : 111 - 132
  • [28] Risk Management of Policyholder Behavior in Equity-Linked Life Insurance
    MacKay, Anne
    Augustyniak, Maciej
    Bernard, Carole
    Hardy, Mary R.
    JOURNAL OF RISK AND INSURANCE, 2017, 84 (02) : 661 - 690
  • [29] Uniqueness of the fair premium for equity-linked life insurance contracts
    Nielsen, JA
    Sandmann, K
    GENEVA PAPERS ON RISK AND INSURANCE THEORY, 1996, 21 (01): : 65 - 102
  • [30] Arithmetic averaging equity-linked life insurance policies in Germany
    Nonnenmacher, DJF
    Russ, J
    INSURANCE MATHEMATICS & ECONOMICS, 1999, 25 (01): : 23 - 35
12345