A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A joint valuation of premium payment and surrender options in participating life insurance contracts |
scientific article |
Statements
A joint valuation of premium payment and surrender options in participating life insurance contracts (English)
0 references
21 December 2011
0 references
participating life insurance contracts
0 references
embedded options
0 references
paid-up and resumption
0 references
surrender
0 references
Monte Carlo method
0 references
optimal stopping problem
0 references
0 references
0 references
0 references
