Valuation of life insurance surrender and exchange options
type: Item
instance of: scholarly article
title: Valuation of life insurance surrender and exchange options
zbMATH Open document ID: 1141.91539
author: Helge A. Nordahl
published in: Insurance Mathematics \& Economics
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5292529
zbMATH Keywords: surrender options
zbMATH Keywords: exchange options
zbMATH Keywords: life and pension insurance
describes a project that uses: Ziggurat
describes a project that uses: rnorrexp
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.10.011
OpenAlex ID: W2085894768
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DOI: 10.1016/J.INSMATHECO.2007.10.011
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description: scientific article; zbMATH DE number 5292529