Pricing life insurance contracts with early exercise features (Q732096)

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English
Pricing life insurance contracts with early exercise features
scientific article

    Statements

    title
    Pricing life insurance contracts with early exercise features (English)
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    author
    Anna Rita Bacinello
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    Enrico Biffis
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    Pietro Millossovich
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    publication date
    9 October 2009
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    zbMATH Keywords
    insurance contracts
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    surrender options
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    least squares Monte Carlo method
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    American contingent claims
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G20
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    91G60
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    65C05
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    zbMATH DE Number
    5612574
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    OpenAlex ID
    W3125529533
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