Valuation of Guaranteed Unitized Participating Life Insurance under MEGB2 Distribution

Crisis events have significantly changed the view that extreme events in financial markets have negligible probability. Especially in the life insurance market, the price of guaranteed participating life insurance contract will be affected by a change in asset volatility which leads to the fluctuati...

Full description

Saved in:
Bibliographic Details
Main Authors: Haitao Zheng, Junzhang Hao, Manying Bai, Zhengjun Zhang
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2019/9439786
Tags: Add Tag
No Tags, Be the first to tag this record!