Pricing life insurance contracts with early exercise features (Q732096)

From MaRDI portal





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

    Statements

    Pricing life insurance contracts with early exercise features (English)
    0 references
    0 references
    0 references
    0 references
    9 October 2009
    0 references
    insurance contracts
    0 references
    surrender options
    0 references
    least squares Monte Carlo method
    0 references
    American contingent claims
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references