Pricing life insurance contracts with early exercise features (Q732096)
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scientific article; zbMATH DE number 5612574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing life insurance contracts with early exercise features |
scientific article; zbMATH DE number 5612574 |
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Pricing life insurance contracts with early exercise features (English)
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9 October 2009
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insurance contracts
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surrender options
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least squares Monte Carlo method
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American contingent claims
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