PRICING OF EQUITY-LINKED LIFE-INSURANCE POLICIES WITH AN ASSET VALUE GUARANTEE

被引：227

作者：

BRENNAN, MJ ^{[1
]}

SCHWARTZ, ES ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER,BRITISH COLUMBI,CANADA

来源：

关键词：

D O I：

10.1016/0304-405X(76)90003-9

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：195 / 213

页数：19

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MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

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