Lapse rate modeling: a rational expectation approach (Q3077750): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2740092427
@@ Property / OpenAlex ID: W2740092427 / rank @@
+Normal rank
@@ Property / cites work @@
+Endogenous model of surrender conditions in equity-linked life insurance
+Normal rank
@@ Property / cites work @@
+Two-factor convertible bonds valuation using the method of characteristics/finite elements
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q3433874
@@ Property / cites work: Q3433874 / rank @@
+Normal rank
@@ Property / cites work @@
+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
+Normal rank
@@ Property / cites work @@
+On accounting standards and fair valuation of life insurance and pension liabilities
+Normal rank
@@ Property / cites work @@
+Modeling Surrender and Lapse Rates With Economic Variables
+Normal rank
@@ Property / cites work @@
+Intervention options in life insurance
@@ Property / cites work: Intervention options in life insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Q5611377
@@ Property / cites work: Q5611377 / rank @@
+Normal rank
@@ Property / cites work @@
+Penalty methods for American options with stochastic volatility
+Normal rank