Barigou, Karim; Delong, Łukasz Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (English) Zbl 1479.91304 J. Comput. Appl. Math. 404, Article ID 113922, 18 p. (2022). MSC: 91G05 91G10 60H30 35Q91 PDFBibTeX XMLCite \textit{K. Barigou} and \textit{Ł. Delong}, J. Comput. Appl. Math. 404, Article ID 113922, 18 p. (2022; Zbl 1479.91304) Full Text: DOI arXiv
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra Indifference pricing of pure endowments via BSDEs under partial information. (English) Zbl 1454.91171 Scand. Actuar. J. 2020, No. 10, 904-933 (2020). MSC: 91G05 60H10 PDFBibTeX XMLCite \textit{C. Ceci} et al., Scand. Actuar. J. 2020, No. 10, 904--933 (2020; Zbl 1454.91171) Full Text: DOI arXiv
Chong, Wing Fung Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences. (English) Zbl 1425.91218 Insur. Math. Econ. 88, 93-107 (2019). MSC: 91B30 91G20 60H10 91G10 PDFBibTeX XMLCite \textit{W. F. Chong}, Insur. Math. Econ. 88, 93--107 (2019; Zbl 1425.91218) Full Text: DOI