Mã tài liệu: 293556
Số trang: 29
Định dạng: pdf
Dung lượng file: 421 Kb
Chuyên mục: Tổng hợp
1. introduction
2. pricing and capital requirement for life insurance policies
2.1. the structure of the contract
2.2. the case of a true guarantee
2.3. the case of a conditional guarantee
3. cost of capital
3.1. incomplete markets and cost of capital
3.2. pricing under cost of capital
4. multi – period extension
4.1. general framework
4.2. simplified framework
5. surrender options
6. conclusion
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Cost of capital and surrender options for guaranteed return life insurance contracts
1. introduction 2. pricing and capital requirement for life insurance policies 2.1. the structure of the contract 2.2. the case of a true guarantee 2.3. the case of a conditional guarantee 3. cost of capital 3.1. incomplete markets and cost of
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