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

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1001 ‎$0‎MAPA20080259167‎$a‎Bacinello, Anna Rita
24510‎$a‎Fair valuation of a guaranteed life insurance participating contract embedding a surrender option‎$c‎Anna Rita Bacinello
5208 ‎$a‎In 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.
65001‎$0‎MAPA20080570590‎$a‎Seguro de vida
65001‎$0‎MAPA20080551001‎$a‎Garantías
65001‎$0‎MAPA20080584290‎$a‎Contrato de seguro
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65001‎$0‎MAPA20080554361‎$a‎Fair value
65011‎$0‎MAPA20080604394‎$a‎Valoración de riesgos
65011‎$0‎MAPA20080586447‎$a‎Modelo estocástico
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 70, number 3, September 2003 ; p. 461-487