Valuation of Endowment-Insurance Equity-Linked Contracts for Stocks with Exotic Dynamics
Author
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-02-11
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Medicine
Information Technology and Computer Science
Abstract EN
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 dynamics is integrated and the fair prize of several natural endowment-insurance contracts is obtained.
American Psychological Association (APA)
Villarroel, J.. 2014. Valuation of Endowment-Insurance Equity-Linked Contracts for Stocks with Exotic Dynamics. The Scientific World Journal،Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-1049192
Modern Language Association (MLA)
Villarroel, J.. Valuation of Endowment-Insurance Equity-Linked Contracts for Stocks with Exotic Dynamics. The Scientific World Journal No. 2014 (2014), pp.1-11.
https://search.emarefa.net/detail/BIM-1049192
American Medical Association (AMA)
Villarroel, J.. Valuation of Endowment-Insurance Equity-Linked Contracts for Stocks with Exotic Dynamics. The Scientific World Journal. 2014. Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-1049192
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1049192
