A binomial model for valuing equity-linked policies embedding surrender options
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Cites work
Cited in
(18)- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
- Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
- Application of data clustering and machine learning in variable annuity valuation
- Equity-linked guaranteed minimum death benefits with dollar cost averaging
- A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
- The valuation of unit-linked policies with or without surrender options
- Endogenous model of surrender conditions in equity-linked life insurance
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
- A bivariate model for evaluating equity-linked policies with surrender option
- Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models
- Intensity-based framework for surrender modeling in life insurance
- Fair valuation of equity-linked policies under insurer default risk
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
- Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach
- Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
- The conversion option in life insurance
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