Title: Flexible Unit-Linked Life Insurance Contracts and Exotic Options
Authors: Simon, Steven
Van Wouwe, Martine
Issue Date: 1999
Publisher: Departement toegepaste economische wetenschappen
Series Title: pages:1-19
Abstract: In this paper we discuss the pricing of unit linked contracts that offer the insured the posibility to change some features of his contract at a prespecified point in time. This will be done by means of a generalized chooser option.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Research Center Insurance, Leuven

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