Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033): Difference between revisions

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+Short rate nonlinearities and regime switches.
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+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Intensity-based framework and penalty formulation of optimal stopping problems
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+Lapse rate modeling: a rational expectation approach
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+Option pricing and Esscher transform under regime switching
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+Quadratic Convergence for Valuing American Options Using a Penalty Method
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+A Regime-Switching Model of Long-Term Stock Returns
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+Lapse tables for lapse risk management in insurance: a competing risk approach
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+Modeling Surrender and Lapse Rates With Economic Variables
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+Regression-based algorithms for life insurance contracts with surrender guarantees
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+The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees
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Latest revision as of 18:55, 27 January 2025

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