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nvestment linked insurance has the investment function by a kind of insurance risk insurer bear.Different from the traditional life insurance, investment linked insurance die insurance gold andcash value is variable, the insurance pricing is completely different from the traditional actuarialpricing. According to the function of the investment-linked insurance policy pricing is divided into three parts, respectively is the basic insurance, investment linked insurance embedded option,surrender option, pricing of three parts. Investment linked insurance embedded options for the selection of investment account assets value plus a European call option, surrender option is selected as an American option. By using the Monte Carlo method, assets change simulation investment account, and then simulate the pricing of two kinds of rights. Finally, the investment-linked insurance embedded options set into the traditional life insurance pricing model tocalculate premium. This paper considers the surrender factors, pricing method reduces theinsured losses caused by the insured portion of the risk, enhance the stability of insurance companies.
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