Valuing guaranteed equity-linked contracts by Laguerre series expansion

Zhang, ZM; Yong, YD

Zhang, ZM (reprint author), Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019; 357 (): 329

Abstract

Recently, more and more actuarial researchers have paid attention to valuing life insurance products. In this paper, we study the valuation of equity-......

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