A binomial model for valuing equity-linked policies embedding surrender options (Q931165): Difference between revisions
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| Property / author | |||
| Property / author: Ivar Massabò / rank | |||
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| Property / author: Ivar Massabò / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.10.003 / rank | |||
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| Property / OpenAlex ID: W2099881282 / rank | |||
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| Property / cites work: Endogenous model of surrender conditions in equity-linked life insurance / rank | |||
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| Property / cites work: Option pricing: A simplified approach / rank | |||
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Latest revision as of 11:35, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A binomial model for valuing equity-linked policies embedding surrender options |
scientific article |
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A binomial model for valuing equity-linked policies embedding surrender options (English)
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25 June 2008
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equity-linked
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binomial algorithms
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discrete-time models
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