Rapport om betaling for rentegaranti

KAPITEL 7 Litteraturliste

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Bacinello, A.R. and F. Ortu (1993): Pricing equity-linked life insurance with endogeneous minimum guarantees, Insurance: Mathematics and Economics 12, 245-257.

Boyle, P.P. and E.S. Schwartz (1976): Equilibrium prices of guarantees under equity-linked contracts, Journal of Risk and Insurance 44, 639- 660.

Boyle, P.P. and M. Hardy (1996): Reserving for maturity guarantees, Institute of Insurance and Pension Research, Research report 96-18.

Brenan, M.J. and Schwartz, E.S. (1976): The pricing of equity-linked life insurance policies with an asset value guarantee, Journal of Financial Economics 3, 195-213.

Brüniche-Olsen, P. og J. Perch Nielsen (1997): Pensionsselskabernes buffere B aktiekursernes betydning, finans/invest 4/97, 17-21.

Grosen, A. and P.L. Jørgensen (1997): Valuation of early exercisable interest rate guarantees, to appear in Journal of Risk and Insurance.

Maturity Guarantees Working Party (1980), Journal of the Institute of Actuaries 107, 103-209.

Udgivet af Finanstilsynet februar 1998
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