Risk Minimizing Strategies for Life Insurance Contracts with Surrender Option
Author:
Publisher
Elsevier BV
Reference17 articles.
1. Fair valuation of a guaranteed life insurance participating contract embedding a surrender option;A R Bacinello;The journal of risk and Insurance,2003
2. Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
3. Introduction to Credit Risk
4. Hazard rate for credit risk and hedging defaultable contingent claims;C Blanchet-Scalliet;Finance and Stochastics,2004
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2. Unit-linked life insurance policies: Optimal hedging in partially observable market models;Insurance: Mathematics and Economics;2017-09
3. Polynomial diffusion models for life insurance liabilities;Insurance: Mathematics and Economics;2016-11
4. Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts;Insurance: Mathematics and Economics;2012-01
5. Explicit portfolio for unit-linked life insurance contracts with surrender option;Journal of Computational and Applied Mathematics;2009-11
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