Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/178956 
Autor:innen: 
Erscheinungsjahr: 
2017
Quellenangabe: 
[Journal:] Economic and Environmental Studies (E&ES) [ISSN:] 2081-8319 [Volume:] 17 [Issue:] 1 [Publisher:] Opole University, Faculty of Economics [Place:] Opole [Year:] 2017 [Pages:] 35-46
Verlag: 
Opole University, Faculty of Economics, Opole
Zusammenfassung: 
Insurances with capital funds (unit-linked, UFK), i.e. life and annuity saving and covering insurances combined with shares in selected investment funds of financial institutions are considered as additional form of pension saving. However, they are frequently seen as uneconomical products, which is caused mainly by the fact that insurance policies compensations does not live up to expectations of the insured. It became an impulse to implement the analysis of cash flow characteristic of such insurance types, carry out an accurate valuation of the unit-linked insurance portfolio, as well as to investigate financial surplus in relation to a traditional insurance with guaranteed sum.
Schlagwörter: 
unit-linked insurance
European option
valuation
value of insurance
Monte-Carlo method
JEL: 
C58
G22
G17
Dokumentart: 
Article

Datei(en):
Datei
Größe
329.79 kB





Publikationen in EconStor sind urheberrechtlich geschützt.