On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (Q3569707)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View |
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On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (English)
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21 June 2010
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life insurance
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risk-neutral valuation
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embedded options
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Bermudan options
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nested simulations
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PDE methods
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least-squares Monte Carlo
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