Pricing life insurance contracts with early exercise features-Reference-Cited by-同舟云学术

Pricing life insurance contracts with early exercise features

Published:2009-11 Issue:1 Volume:233 Page:27-35
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Bacinello Anna Rita,Biffis Enrico,Millossovich Pietro

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference24 articles.

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

2. G. Andreatta, S. Corradin, Valuing the surrender option embedded in a portfolio of Italian life guaranteed participating policies: A least squares Monte Carlo approach, Tech. Rep., RAS Pianificazione redditività di Gruppo, 2003

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

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

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

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