The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640): Difference between revisions

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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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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
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