A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898)
From MaRDI portal
scientific article; zbMATH DE number 6993353
Language | Label | Description | Also known as |
---|---|---|---|
English | A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option |
scientific article; zbMATH DE number 6993353 |
Statements
A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (English)
0 references
13 December 2018
0 references
European contract
0 references
binomial tree
0 references
single premium
0 references
exercise policy
0 references
life insurance contract
0 references
0 references