A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843): Difference between revisions

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Property / author: Hato Schmeiser / rank
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Property / author: Joël Wagner / rank
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Latest revision as of 19:22, 4 July 2024

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A joint valuation of premium payment and surrender options in participating life insurance contracts
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    A joint valuation of premium payment and surrender options in participating life insurance contracts (English)
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    21 December 2011
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    participating life insurance contracts
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    embedded options
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    paid-up and resumption
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    surrender
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    Monte Carlo method
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    optimal stopping problem
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