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Arithmetic averaging equity-linked life insurance policies in Germany

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  • Nonnenmacher, Dirk Jens F.
  • Ru[ss], Jochen

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  • Nonnenmacher, Dirk Jens F. & Ru[ss], Jochen, 1999. "Arithmetic averaging equity-linked life insurance policies in Germany," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 23-35, September.
    • Handle: RePEc:eee:insuma:v:25:y:1999:i:1:p:23-35
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    References listed on IDEAS

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    1. Harrison, J. Michael & Pliska, Stanley R., 1981. "Martingales and stochastic integrals in the theory of continuous trading," Stochastic Processes and their Applications, Elsevier, vol. 11(3), pages 215-260, August.
    2. Turnbull, Stuart M. & Wakeman, Lee Macdonald, 1991. "A Quick Algorithm for Pricing European Average Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(3), pages 377-389, September.
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