Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model
type: Item
instance of: scholarly article
title: Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model
zbMATH Open document ID: 1403.91201
DOI: 10.1080/14697688.2013.783287
author: Filip Uzelac
author: Alexander Szimayer
published in: Quantitative Finance
publication date: 2014-09-05T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 60J28
zbMATH DE Number: 6340772
zbMATH Keywords: insurance mathematics
zbMATH Keywords: insurance related products
zbMATH Keywords: numerical methods for option pricing
zbMATH Keywords: partial differential equations
zbMATH Keywords: bound rationality
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/14697688.2013.783287
OpenAlex ID: W2045883304
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reviewed by: Tomáš Cipra
description: scientific article; zbMATH DE number 6340772