Pricing life insurance contracts with early exercise features (Q732096)
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scientific article; zbMATH DE number 5612574
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing life insurance contracts with early exercise features |
scientific article; zbMATH DE number 5612574 |
Statements
Pricing life insurance contracts with early exercise features (English)
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9 October 2009
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insurance contracts
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surrender options
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least squares Monte Carlo method
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American contingent claims
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0.876728892326355
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0.8646312952041626
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0.7895583510398865
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0.7807092070579529
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0.7801421284675598
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