Pricing life insurance contracts with early exercise features (Q732096)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing life insurance contracts with early exercise features |
scientific article |
Statements
Pricing life insurance contracts with early exercise features (English)
0 references
9 October 2009
0 references
insurance contracts
0 references
surrender options
0 references
least squares Monte Carlo method
0 references
American contingent claims
0 references
