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

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