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Regression-based algorithms for life insurance contracts with surrender guarantees - MaRDI portal

Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846)

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Regression-based algorithms for life insurance contracts with surrender guarantees
scientific article

    Statements

    title
    Regression-based algorithms for life insurance contracts with surrender guarantees (English)
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    author
    Anna Rita Bacinello
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    Enrico Biffis
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    Pietro Millossovich
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    publication date
    29 April 2011
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    zbMATH Keywords
    insurance contracts
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    surrender option
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    stochastic mortality
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    American contingent claims
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    least Squares Monte Carlo method
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G60
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    65C05
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    zbMATH DE Number
    5882383
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    OpenAlex ID
    W3122098306
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