Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets

Sergio Albeverio, Victoria Steblovskaya, Kai Wallbaum

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	1077-1095
Journal	Stochastic Analysis and Applications
Volume	27
Issue number	5
State	Published - 2009

Cite this

@article{4bdce41aee8c4ac6b79d12cd300cc110,

title = "Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets",

author = "Sergio Albeverio and Victoria Steblovskaya and Kai Wallbaum",

year = "2009",

language = "English",

volume = "27",

pages = "1077--1095",

journal = "Stochastic Analysis and Applications",

number = "5",

}