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

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+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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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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+Affine processes for dynamic mortality and actuarial valuations
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+The fair value of guaranteed annuity options
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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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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+A regression-based Monte Carlo method to solve backward stochastic differential equations
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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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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
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+The valuation of unit-linked policies with or without surrender options
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+Intervention options in life insurance
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+Assessing the least squares Monte-Carlo approach to American option valuation
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