A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898)
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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 |
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A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (English)
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13 December 2018
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European contract
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binomial tree
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single premium
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exercise policy
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life insurance contract
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