Fair valuation of a guaranteed life insurance participating contract embedding a surrender option

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<title>Fair valuation of a guaranteed life insurance participating contract embedding a surrender option</title>
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<title>The Journal of risk and insurance</title>
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<namePart>Bacinello, Anna Rita</namePart>
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<dateIssued encoding="marc">2003</dateIssued>
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<abstract>In this article we deal with the problem of pricing a guantareed life insurance participating policy, sold in the Italian market, which embeds a surrender option.</abstract>
<note type="statement of responsibility">Anna Rita Bacinello</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080570590">
<topic>Seguro de vida</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080551001">
<topic>Garantías</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080584290">
<topic>Contrato de seguro</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080554361">
<topic>Fair value</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080604394">
<topic>Valoración de riesgos</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080586447">
<topic>Modelo estocástico</topic>
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<title>The Journal of risk and insurance</title>
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<publisher>Orlando</publisher>
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<identifier type="local">MAP20077000727</identifier>
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<text>Volume 70, number 3, September 2003 ;  p. 461-487</text>
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