Valuation of life insurance surrender and exchange options
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Publication:931172
DOI10.1016/j.insmatheco.2007.10.011zbMath1141.91539OpenAlexW2085894768MaRDI QIDQ931172
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.2007.10.011
Related Items (6)
Multi-state models for evaluating conversion options in life insurance ⋮ Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method ⋮ Policyholder Exercise Behavior in Life Insurance: The State of Affairs ⋮ The conversion option in life insurance ⋮ Performance measurement of pension strategies: a case study of Danish life cycle products ⋮ Performance measurement of pension strategies: a case study of Danish life-cycle products
Uses Software
Cites Work
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