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Better late than never: The case of the rollover option

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  • Bilodeau, Claire

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  • Bilodeau, Claire, 1997. "Better late than never: The case of the rollover option," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 103-111, November.
    • Handle: RePEc:eee:insuma:v:21:y:1997:i:2:p:103-111
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    References listed on IDEAS

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    1. anonymous, 1980. "Reserve Bank annual report," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 43, december.
    2. Bacinello, Anna Rita & Ortu, Fulvio, 1993. "Pricing equity-linked life insurance with endogenous minimum guarantees," Insurance: Mathematics and Economics, Elsevier, vol. 12(3), pages 245-257, June.
    3. Brennan, Michael J. & Schwartz, Eduardo S., 1976. "The pricing of equity-linked life insurance policies with an asset value guarantee," Journal of Financial Economics, Elsevier, vol. 3(3), pages 195-213, June.
    4. Bacinello, Anna Rita & Ortu, Fulvio, 1993. "Pricing equity-linked life insurance with endogenous minimum guarantees : A corrigendum," Insurance: Mathematics and Economics, Elsevier, vol. 13(3), pages 303-304, December.
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    Cited by:

    1. Zimmer, Christian Johannes, 2007. "A General Approach for Pricing Rollover Options," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(2), November.
    2. Eckhard Platen, 2009. "Real World Pricing of Long Term Contracts," Research Paper Series 262, Quantitative Finance Research Centre, University of Technology, Sydney.
    3. Kevin Fergusson & Eckhard Platen, 2013. "Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees," Research Paper Series 338, Quantitative Finance Research Centre, University of Technology, Sydney.

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