Fair valuation of participating policies with surrender options and regime switching (Q817287)
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scientific article; zbMATH DE number 5009867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair valuation of participating policies with surrender options and regime switching |
scientific article; zbMATH DE number 5009867 |
Statements
Fair valuation of participating policies with surrender options and regime switching (English)
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8 March 2006
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participating American policies
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perpetual contracts
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change of measures
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second-order piecewise linear ODEs
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regime switching
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