The pricing of equity-linked life insurance policies with an asset value guarantee

A-Tier

Journal: Journal of Financial Economics

Year: 1976

Volume: 3

Issue: 3

Pages: 195-213

Authors (2)

Brennan, Michael J. (University of California-Los A...) Schwartz, Eduardo S. (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count