Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033)

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Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model
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    Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (English)
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    5 September 2014
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    insurance mathematics
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    insurance related products
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    numerical methods for option pricing
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    partial differential equations
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    bound rationality
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