Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846)

From MaRDI portal
Revision as of 10:16, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Regression-based algorithms for life insurance contracts with surrender guarantees
scientific article

    Statements

    Regression-based algorithms for life insurance contracts with surrender guarantees (English)
    0 references
    0 references
    0 references
    0 references
    29 April 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    insurance contracts
    0 references
    surrender option
    0 references
    stochastic mortality
    0 references
    American contingent claims
    0 references
    least Squares Monte Carlo method
    0 references