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The Pricing of Equity Linked Life Insurance Policies with an Asset Value Guarantee

Resource type
Authors/contributors
Title
The Pricing of Equity Linked Life Insurance Policies with an Asset Value Guarantee
Publication
Journal of Financial Economics
Volume
3
Issue
3
Pages
195-213
Date
1976
Citation
Brennan, M. J., & Schwartz, E. S. (1976). The Pricing of Equity Linked Life Insurance Policies with an Asset Value Guarantee. Journal of Financial Economics, 3, 195–213.
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