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  • Option Pricing Without Tears: Valuing Equity-Linked Death Benefits
    Option Pricing Without Tears: Valuing Equity-Linked Death Benefits This presentation shows ... if the options or guarantees are exercisable only at the moment of death of the policyholder, the mathematics ...

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    • Authors: Elias Shiu, Hans U Gerber, Hailiang Yang
    • Date: Feb 2014
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods
  • Option Pricing Without Tears: Valuing Equity-Linked Death Benefits
    Option Pricing Without Tears: Valuing Equity-Linked Death Benefits This abstract describes ... if the options or guarantees are exercisable only at the moment of death of the policyholder, the mathematics ...

    View Description

    • Authors: Elias Shiu, Hailiang Yang, Hans U Gerber
    • Date: Feb 2014