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

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