Valuation of life insurance surrender and exchange options (Q931172): Difference between revisions

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-.1016/j.insmatheco.2007.10.011
@@ Property / DOI: 10.1016/j.insmatheco.2007.10.011 / rank @@
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+W2085894768
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@@ Property / cites work @@
+Risk-neutral valuation of participating life insurance contracts
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+An analysis of a least squares regression method for American option pricing
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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@@ Property / cites work @@
+Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
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+Minimum Rate of Return Guarantees: The Danish Case
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+Martingales and arbitrage in multiperiod securities markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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+A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions
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+Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
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+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
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@@ Property / cites work @@
+Fair valuation of path-dependent participating life insurance contracts.
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2007.10.011
@@ Property / DOI: 10.1016/J.INSMATHECO.2007.10.011 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:931172