Pricing life insurance contracts with early exercise features (Q732096): Difference between revisions

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+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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+Endogenous model of surrender conditions in equity-linked life insurance
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+Q5448377
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+Regression-based algorithms for life insurance contracts with surrender guarantees
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+Affine processes for dynamic mortality and actuarial valuations
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+The fair value of guaranteed annuity options
@@ Property / cites work: The fair value of guaranteed annuity options / rank @@
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+An analysis of a least squares regression method for American option pricing
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+Q4794153
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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+Q4433608
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Optimal Design of a Perpetual Equity-Indexed Annuity
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+On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
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+Q4435813
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+The valuation of unit-linked policies with or without surrender options
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+Assessing the least squares Monte-Carlo approach to American option valuation
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