Endogenous model of surrender conditions in equity-linked life insurance
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Publication:2581780
Recommendations
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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- Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model
- The valuation of unit-linked policies with or without surrender options
- A binomial model for valuing equity-linked policies embedding surrender options
Cites work
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
- Fair valuation of path-dependent participating life insurance contracts.
- scientific article; zbMATH DE number 1869203 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- Intervention options in life insurance
- Option pricing: A simplified approach
- Pricing equity-linked life insurance with endogenous minimum guarantees
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
- The pricing of options and corporate liabilities
Cited in
(33)- Intervention options in life insurance
- Lapse tables for lapse risk management in insurance: a competing risk approach
- Early default risk and surrender risk: impacts on participating life insurance policies
- Application of data clustering and machine learning in variable annuity valuation
- Pricing variable annuity with surrender guarantee
- Surrender contagion in life insurance
- Equity-linked guaranteed minimum death benefits with dollar cost averaging
- Valuation of guaranteed unit linked contracts
- The effect of policyholders' rationality on unit-linked life insurance contracts with surrender guarantees
- Surrender in single and double decrement Markov chain life insurance models
- Regression-based algorithms for life insurance contracts with surrender guarantees
- Lapse rate modeling: a rational expectation approach
- New method to solve free boundary
- Pricing of Unit-linked Life Insurance Policies
- A comparison between different numerical schemes for the valuation of unit-linked contracts embedding a surrender option
- Computing finite-time survival probabilities using multinomial approximations of risk models
- A bivariate model for evaluating equity-linked policies with surrender option
- Intensity-based framework for surrender modeling in life insurance
- Fair valuation of equity-linked policies under insurer default risk
- Policyholder exercise behavior in life insurance: the state of affairs
- Exogenous and endogenous risk factors management to predict surrender behaviours
- Zur Bewertung von Optionen und Garantien bei Lebensversicherungen
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
- A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio
- A joint valuation of premium payment and surrender options in participating life insurance contracts
- Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
- The conversion option in life insurance
- Pricing equity-linked life insurance with endogenous minimum guarantees
- Explicit portfolio for unit-linked life insurance contracts with surrender option
- Pricing life insurance contracts with early exercise features
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics
- A binomial model for valuing equity-linked policies embedding surrender options
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
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