Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Regression-based algorithms for life insurance contracts with surrender guarantees |
scientific article; zbMATH DE number 5882383
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Regression-based algorithms for life insurance contracts with surrender guarantees |
scientific article; zbMATH DE number 5882383 |
Statements
Regression-based algorithms for life insurance contracts with surrender guarantees (English)
0 references
29 April 2011
0 references
insurance contracts
0 references
surrender option
0 references
stochastic mortality
0 references
American contingent claims
0 references
least Squares Monte Carlo method
0 references
0 references
0 references
0 references
0 references
0 references
0.876728892326355
0 references
0.846604585647583
0 references
0.8080300688743591
0 references
0.8035173416137695
0 references
