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Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies - MaRDI portal

Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042)

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scientific article; zbMATH DE number 1441571
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English
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
scientific article; zbMATH DE number 1441571

    Statements

    Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (English)
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    24 January 2002
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    participating life insurance policies
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    embedded options
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    contingent claims valuation
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    bonus policy
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    surrender
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