Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042)
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scientific article; zbMATH DE number 1441571
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| English | Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies |
scientific article; zbMATH DE number 1441571 |
Statements
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (English)
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24 January 2002
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participating life insurance policies
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embedded options
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contingent claims valuation
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bonus policy
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surrender
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0.8263453245162964
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0.8257094621658325
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0.8204910755157471
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0.8047593235969543
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0.7994791269302368
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