Insurance, Mortality, Demography, Risk Management
Open access
Peer reviewed
Abstract
Abstract
The main purpose of this work is the derivation of a functional partial differential equation (FPDE) for the calculations of equity-linked insurance policies, where the payment stream may depend on the whole past history of the financial asset. To this end, we employ variational techniques from the theory of functional Itô calculus.
Direct answer
What can I do from this paper page?
Use this page to scan "A functional variational approach to pricing path-dependent insurance policies" quickly: start with the summary and abstract, then check the authors, source, topics, and related papers. From here, open Scollr to follow Insurance, Mortality, Demography, Risk Management research, save the paper, or map adjacent work.
Research areas
Follow related topics
Citation
BibTeX
@article{Baos2026functional,
title = {A functional variational approach to pricing path-dependent insurance policies},
author = {David Baños and Salvador Ortiz-Latorre and Oriol Zamora Font},
journal = {Stochastics},
year = {2026},
doi = {10.1080/17442508.2026.2686141},
url = {https://doi.org/10.1080/17442508.2026.2686141}
}FAQ
Using this paper in a discovery workflow
How do I find related work for this paper?
Use the related papers and topic links on this page as starting points. In Scollr, you can also open the paper and build a literature map around its references, citing papers, and related work.
How can I keep up with new Insurance, Mortality, Demography, Risk Management research papers?
Follow Insurance, Mortality, Demography, Risk Management research in Scollr. New papers from the topic flow into a personalized feed, and you can save useful studies to revisit later.
Can I cite this paper from this page?
This page includes a static BibTeX block for A functional variational approach to pricing path-dependent insurance policies. Always verify the DOI, source, and publication details against the publisher record before submitting a manuscript.
Follow this research in Scollr
Follow the topics and authors behind this paper, save useful studies, and build a literature map when you are ready to go deeper.
Get the app