Pages that link to "Item:Q732096"

The following pages link to Pricing life insurance contracts with early exercise features (Q732096):

Displaying 21 items.

• Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
• Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
• The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
• Equity-linked pension schemes with guarantees (Q654835) (← links)
• A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843) (← links)
• Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model (Q659140) (← links)
• Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
• Lapse tables for lapse risk management in insurance: a competing risk approach (Q1616050) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
• Indifference pricing under SAHARA utility (Q2223856) (← links)
• A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
• Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
• The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
• Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093) (← links)
• Intensity-based premium evaluation for unemployment insurance products (Q2446012) (← links)
• The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees (Q2879031) (← links)
• Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032) (← links)
• A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898) (← links)
• A bivariate model for evaluating equity-linked policies with surrender option (Q4576967) (← links)
• Risk management with local least squares Monte Carlo (Q6569736) (← links)