Optimal surrender policy for variable annuity guarantees (Q743150): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2014.01.006
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+W3123200553
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@@ Property / cites work @@
+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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+Pricing life insurance contracts with early exercise features
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+Regression-based algorithms for life insurance contracts with surrender guarantees
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Lapse rate modeling: a rational expectation approach
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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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+Analytical Valuation of American-Style Asian Options
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+Q5480304
@@ Property / cites work: Q5480304 / rank @@
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@@ Property / cites work @@
+An alternative approach to the valuation of American options and applications
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+The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees
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+Fair valuation of participating policies with surrender options and regime switching
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@@ Property / cites work @@
+Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options
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