A bivariate model for evaluating equity-linked policies with surrender option
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Publication:4576967
DOI10.1080/03461238.2014.924433zbMath1401.91128OpenAlexW1994531680MaRDI QIDQ4576967
Paolo De Angelis, Emilio Russo, Antonio Luciano Martire
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2014.924433
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Cites Work
- Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
- Pricing equity-linked life insurance with endogenous minimum guarantees
- Pricing life insurance contracts with early exercise features
- A binomial model for valuing equity-linked policies embedding surrender options
- Equity-linked life insurance: A model with stochastic interest rates
- Endogenous model of surrender conditions in equity-linked life insurance
- A Theory of the Term Structure of Interest Rates
- Regression-based algorithms for life insurance contracts with surrender guarantees
- Topical modelling issues in Solvency II
- Pricing of Unit-linked Life Insurance Policies
- The singular points binominal method for pricing American path-dependent options
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