Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2008.00280.x/fullpdf
Reference25 articles.
1. Interest Rate Risk Management and Valuation of the Surrender Option in Life Insurance Policies;Albizzati;Journal of Risk and Insurance,1994
2. A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model;Andersen;Journal of Computational Finance,1999
3. Fair Pricing of Life Insurance Participating Policies With a Minimum Interest Rate Guarantee;Bacinello;ASTIN Bulletin,2001
4. Pricing Guaranteed Life Insurance Participating Policies With Annual Premiums and Surrender Option;Bacinello;North American Actuarial Journal,2003
5. Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option;Bacinello;Journal of Risk and Insurance,2003
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