Endogenous model of surrender conditions in equity-linked life insurance
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference17 articles.
1. Interest rate risk management and valuation of the surrender option in life insurance policies;Albizzati;J. Risk Insur.,1994
2. Fair valuation of a guaranteed life insurance participating contract embedding a surrender option;Bacinello;J. Risk Insur.,2003
3. Pricing guaranteed life insurance participating policies with annual premiums and surrender option;Bacinello;N. Am. Actuarial J.,2003
4. Pricing equity-linked life insurance with endogenous minimum guarantees;Bacinello;Insur.: Math. Econ.,1993
5. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973
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