ON SURRENDER AND DEFAULT RISKS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2011.00487.x/fullpdf
Reference25 articles.
1. Interest Rate Risk Management and Valuation of the Surrender Option in Life Insurance Policies;Albizzati;J. Risk Insurance,1994
2. Andreatta , G. S. Corradin 2003 Fair Value of Life Liabilities with Embedded Options: An Application to a Portfolio of Italian Insurance Policies
3. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed;Bacinello;ASTIN Bulletin,2001
4. Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option;Bacinello;N. Am. Actuarial J.,2003
5. A Lévy Process-Based Framework for the Fair Valuation of Participating Life Insurance Contracts;Ballotta;Insurance: Math. Econ.,2005
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