Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033): Difference between revisions
From MaRDI portal
Latest revision as of 00:00, 9 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model |
scientific article |
Statements
Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (English)
0 references
5 September 2014
0 references
insurance mathematics
0 references
insurance related products
0 references
numerical methods for option pricing
0 references
partial differential equations
0 references
bound rationality
0 references
0 references
