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
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| 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)
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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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0.8273967504501343
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0.8080300688743591
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0.795072078704834
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0.7682486176490784
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0.7682415843009949
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