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    STUDIA OECONOMICA - Issue no. 1 / 2007  
         
  Article:   RATE OF LIFE INSURANCE POLICIES IN UNITS OF ACCOUNT / LA TARIFICATION FINANCIERE D’UN CONTRAT D’ASSURANCE VIE EN UNITES DE COMPTE.

Authors:  SIMONA DRAGOŞ.
 
       
         
  Abstract:  The financial pricing and provisioning methods which are using the pricing theory are fit for the unit-linked insurance products. The financial crash from 2000 determined the insurance companies to practice provisioning methods against the financial risks. For pricing and provisioning the risk of the minimum capital guarantee we have proposed the utilization of the options theory and the dynamic insurance of the portfolio. The application on the Romanian capital market, which is characterized by an important volatility, justifies the efficacy of the method proposed for pricing the unit linked contracts.

Keywords: unit linked, pricing, theory of options, dynamic insurance
 
         
     
         
         
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