On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (Q3569707): Difference between revisions

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Latest revision as of 10:35, 30 July 2024

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On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
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    On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (English)
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    21 June 2010
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    life insurance
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    risk-neutral valuation
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    embedded options
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    Bermudan options
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    nested simulations
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    PDE methods
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    least-squares Monte Carlo
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