Using the Black-Scholes method for estimating high-cost illness insurance premiums in Colombia
This article applied the Black-Scholes option valuation formula to calculating high-cost illness reinsurance premiums in the Colombian health system. The coverage pattern used in reinsuring high-cost illnesses was replicated by means of a European call option contract. The option's relevant variable...
Gespeichert in:
| Veröffentlicht in: | INNOVAR. Revista de Ciencias Administrativas y Sociales |
|---|---|
| Hauptverfasser: | , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Universidad Nacional de Colombia
2009
|
| Schlagworte: | |
| Online-Zugang: | https://www.redalyc.org/articulo.oa?id=81819022009 |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|