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Journal of Applied Mathematics
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Journal of Applied Mathematics
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2023
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Article
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Tab 4
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Research Article
Valuing Equity-Linked Death Benefits on Multiple Life with Time until Death following a
Distribution
Table 4
Numerical results for call and put option 4.
0.015
0.012
0.018
0.017
Out-of-the-money call option
26.12719
In-the-money call option
31.94692
In-the-money put option
26.57115