A joint valuation of premium payment and surrender options in participating life insurance contracts
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference31 articles.
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3. Fair pricing of life insurance participating policies with a minimum interest rate guaranteed;Bacinello;ASTIN Bulletin,2001
4. Fair valuation of a guaranteed life insurance participating contract embedding a surrender option;Bacinello;Journal of Risk and Insurance,2003
5. Pricing guaranteed life insurance participating policies with annual premiums and surrender option;Bacinello;North American Actuarial Journal,2003
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1. Evaluation of participating endowment life insurance policies in a stochastic environment;European Actuarial Journal;2024-01-19
2. Surrender contagion in life insurance;European Journal of Operational Research;2023-03
3. Life insurance surrender and liquidity risks;Quantitative Finance;2021-12-07
4. How to derive optimal guarantee levels in participating life insurance contracts;The Journal of Risk Finance;2019-11-18
5. Optimal Portfolio Choice in Retirement With Participating Life Annuities;North American Actuarial Journal;2019-11-01
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