Life insurance surrender and liquidity risks (Q5079368): Difference between revisions

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+Liquidity risk theory and coherent measures of risk
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+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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+Q5448377
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+Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors
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+Liquidity risk and arbitrage pricing theory
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+An Actuarial Analysis of Participating Life Insurance
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+A joint valuation of premium payment and surrender options in participating life insurance contracts
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+Efficient portfolio valuation incorporating liquidity risk
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+An equilibrium characterization of the term structure
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