Reserve-dependent surrender rates (Q903674)
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scientific article; zbMATH DE number 6530522
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reserve-dependent surrender rates |
scientific article; zbMATH DE number 6530522 |
Statements
Reserve-dependent surrender rates (English)
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15 January 2016
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behavioural option
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ordinary differential equation
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penalty method
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optimal stopping
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Solvency II
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0.80481577
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0.7952251
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0.7888304
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0.7784573
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0.7759223
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0.77454656
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0.7668989
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0.7665349
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