Fair valuation of participating policies with surrender options and regime switching (Q817287)
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scientific article; zbMATH DE number 5009867
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| default for all languages | No label defined |
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| English | Fair valuation of participating policies with surrender options and regime switching |
scientific article; zbMATH DE number 5009867 |
Statements
Fair valuation of participating policies with surrender options and regime switching (English)
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8 March 2006
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participating American policies
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perpetual contracts
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change of measures
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second-order piecewise linear ODEs
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regime switching
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0.8593756556510925
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0.8210006356239319
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0.8099595904350281
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0.8096025586128235
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