Centro de Documentacion de Fundación MAPFRE - Fair valuation of a guaranteed life insurance participating contract embedding a surrender option

MAP20071504233

Fair valuation of a guaranteed life insurance participating contract embedding a surrender option / Anna Rita Bacinello

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

En: The Journal of risk and insurance. - Orlando. - Volume 70, number 3, September 2003 ; p. 461-487

1. Seguro de vida . 2. Garantías . 3. Contrato de seguro . 4. Matemática del seguro . 5. Fair value . 6. Valoración de riesgos . 7. Modelo estocástico . I. Título. II. Título: The Journal of risk and insurance.