Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846): Difference between revisions

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Regression-based algorithms for life insurance contracts with surrender guarantees
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    Regression-based algorithms for life insurance contracts with surrender guarantees (English)
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    29 April 2011
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    insurance contracts
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    surrender option
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    stochastic mortality
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    American contingent claims
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    least Squares Monte Carlo method
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