The conversion option in life insurance
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Publication:659249
DOI10.1016/j.insmatheco.2009.12.009zbMath1231.91242OpenAlexW2081392712MaRDI QIDQ659249
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.12.009
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Cites Work
- Modeling and Forecasting U.S. Mortality
- Risk-neutral valuation of participating life insurance contracts
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
- A binomial model for valuing equity-linked policies embedding surrender options
- Valuation of life insurance surrender and exchange options
- Intervention options in life insurance
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Endogenous model of surrender conditions in equity-linked life insurance
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