Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model |
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Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (English)
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5 September 2014
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insurance mathematics
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insurance related products
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numerical methods for option pricing
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partial differential equations
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bound rationality
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