A binomial model for valuing equity-linked policies embedding surrender options
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Publication:931165
DOI10.1016/j.insmatheco.2007.10.003zbMath1141.91496OpenAlexW2099881282MaRDI QIDQ931165
Emilio Russo, Massimo Costabile, Ivar Massabò
Publication date: 25 June 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.10.003
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