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