European and American put options on insurance products

Keyphrases

• Future Value 100%
• European Put Option 100%
• Insurance Benefits 100%
• Insurance Products 100%
• American Put Option 100%
• Numerical Examples 50%
• Stochastic Processes 50%
• Interest Rates 50%
• Ornstein-Uhlenbeck Process 50%
• Risk Insurance 50%
• Strike Price 50%
• Insurance Contract 50%
• Fixed Interest Rate 50%
• Endowment Insurance 50%
• Real Interest Rates 50%
• Vasicek Process 50%
• Option Contract 50%
• Pure Endowment 50%

Economics, Econometrics and Finance

• Option Trading 100%
• Real Interest Rate 50%
• Option Contract 50%
• Mean Reversion 50%