The following pages link to ON SURRENDER AND DEFAULT RISKS (Q4906517):
Displaying 9 items.
- Valuing the profit share in participating pure-endowment policies with return of premiums (Q487583) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
- Surrender contagion in life insurance (Q2103054) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
