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Pricing dynamic solvency insurance and investment fund protection

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  • Hans Gerber
  • Gérard Pafumi

Abstract

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Suggested Citation

  • Hans Gerber & Gérard Pafumi, 1998. "Pricing dynamic solvency insurance and investment fund protection," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 21(1), pages 125-146, June.
    • Handle: RePEc:spr:decfin:v:21:y:1998:i:1:p:125-146
    DOI: 10.1007/BF02735319
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    References listed on IDEAS

    as
    1. Dothan, Michael U., 1990. "Prices in Financial Markets," OUP Catalogue, Oxford University Press, number 9780195053128.
    2. Gerber, Hans U. & Shiu, Elias S. W., 1999. "From ruin theory to pricing reset guarantees and perpetual put options," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 3-14, March.
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