PRICING MODEL OF EQUITY-LINKED LIFE INSURANCE UNDER STOCHASTIC INTEREST RATES

Equity-linked is life insuranse which providing a chance for policyholders to invest in the stock market. Stock option is used for the invesment, which gives the advantage to sell or buy stocks at strike price. To get these benefits, the insurer charges premium. The premium can be...

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Bibliographic Details
Main Author: PUSPITA D.H (NIM: 20816011), LIDYA
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/28598
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Institution: Institut Teknologi Bandung
Language: Indonesia
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