Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846)
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scientific article; zbMATH DE number 5882383
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regression-based algorithms for life insurance contracts with surrender guarantees |
scientific article; zbMATH DE number 5882383 |
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Regression-based algorithms for life insurance contracts with surrender guarantees (English)
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29 April 2011
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insurance contracts
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surrender option
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stochastic mortality
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American contingent claims
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least Squares Monte Carlo method
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0.876728892326355
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0.846604585647583
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0.8080300688743591
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0.8035173416137695
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