Tid: 6 oktober 2003 kl 1615-1700
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Ellinor Forslund
Titel: Pricing of Unit-Linked Life Insurance Contracts. (Examensarbete)
Sammanfattning:
A unit-linked insurance is a policy that does not only depend on the life of the insured but also on the value of some reference portfolio. In this thesis we are looking at two different contracts. When value at risk is applied on the reference portfolio we have a tool to control the risk of the insurer. The main questions is what influence value at risk has on the premium of the policies.