Fair valuation of path-dependent participating life insurance contracts. (Q1423344): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.08.003 / rank
 
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Property / cites work: Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed / rank
 
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Property / cites work: The Pricing of Options and Corporate Liabilities / 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 / rank
 
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Property / cites work: Q4368791 / rank
 
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Property / cites work: Q4350437 / rank
 
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Latest revision as of 14:58, 6 June 2024

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Fair valuation of path-dependent participating life insurance contracts.
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    Fair valuation of path-dependent participating life insurance contracts. (English)
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    14 February 2004
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    Life insurance
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    Fair valuation
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    Participating contracts
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    Embedded options
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    Bonus policy
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