Pricing Life Insurance Contracts with Early Exercise Features-Reference-Cited by-同舟云学术

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Pricing Life Insurance Contracts with Early Exercise Features

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bacinello Anna Rita,Biffis Enrico,Millossovich Pietro

Publisher

Elsevier BV

Reference25 articles.

1. Interest rate risk management and valuation of the surrender option in life insurance policies;M.-O Albizzati;The Journal of Risk and Insurance,1994

2. Fair valuation of a guaranteed life insurance participating contract embedding a surrender option;A Bacinello;The Journal of Risk and Insurance,2003

3. Pricing guaranteed life insurance participating policies with annual premiums and surrender option;A Bacinello;North American Actuarial Journal,2003

4. Endogenous model of surrender conditions in equity-linked life insurance;A Bacinello;Insurance: Mathematics & Economics,2005

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model;Insurance: Mathematics and Economics;2009-10

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