MUTUAL FUND INSURANCE

被引：11

作者：

GATTO, MA

GESKE, R

LITZENBERGER, R

SOSIN, H

机构：

[1] UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024

[2] STANFORD UNIV,STANFORD,CA 94305

[3] COLUMBIA UNIV,NEW YORK,NY 10027

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1980年 / 8卷 / 03期

关键词：

D O I：

10.1016/0304-405X(80)90004-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：283 / 317

页数：35

共 18 条

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[3]

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[4] PRICING OF EQUITY-LINKED LIFE-INSURANCE POLICIES WITH AN ASSET VALUE GUARANTEE [J].

BRENNAN, MJ ;

SCHWARTZ, ES .

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[5]

DIPAOLO FD, 1969, T SOC ACTUARIES, V21, P549

[6]

FLANIGAN G, 1976, CPLU ANN MAR, P29

[7] VALUATION OF COMPOUND OPTIONS [J].

GESKE, R .

JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (01) :63-81

[8]

GESKE R, 1977, J FINANCIAL QUAN NOV

[9]

GLENN A, 1975, BARRONS JUN

[10]

HICKMAN H, 1970, T SOC ACTUARIES, V22, P191

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