Author:
Bacinello Anna Rita,Millossovich Pietro,Olivieri Annamaria,Pitacco Ermanno
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference25 articles.
1. Pricing life insurance contracts with early exercise features;Bacinello;Journal of Computational and Applied Mathematics,2009
2. Regression-based algorithms for life insurance contracts with surrender guarantees;Bacinello;Quantitative Finance,2010
3. Bacinello, A.R., Millossovich, P., Olivieri, A., Pitacco, E., 2010b. Variable annuities: risk identification and risk assessment. CAREFIN Research Paper no. 14/2010.
4. A universal pricing framework for guaranteed minimum benefits in variable annuities;Bauer;Astin Bulletin,2008
5. Valuing the guaranteed minimum death benefit clause with partial withdrawal;Bélanger;Applied Mathematical Finance,2009
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