Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
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More about this item
Keywords
Life and pension insurance ; Participating contract ; Unit-linked contract ; Investment guarantee ; Mixed insurance contracts ; Expected utility ; Cumulative prospect theory;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2021-04-19 (Economics of Ageing)
- NEP-IAS-2021-04-19 (Insurance Economics)
- NEP-UPT-2021-04-19 (Utility Models and Prospect Theory)
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