A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843)
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scientific article; zbMATH DE number 5991267
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| English | A joint valuation of premium payment and surrender options in participating life insurance contracts |
scientific article; zbMATH DE number 5991267 |
Statements
A joint valuation of premium payment and surrender options in participating life insurance contracts (English)
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21 December 2011
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participating life insurance contracts
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embedded options
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paid-up and resumption
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surrender
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Monte Carlo method
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optimal stopping problem
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0.8258584141731262
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0.8126116394996643
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0.8064797520637512
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0.8047593235969543
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