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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 / Anna Rita BacinelloAuthor: Bacinello, Anna Rita ‌
Notes: 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.Related records: En: The Journal of risk and insurance. - Orlando. - Volume 70, number 3, September 2003 ; p. 461-487Materia / lugar / evento: Seguro de vida ‌Garantías ‌Contrato de seguro ‌Matemática del seguro ‌Fair value ‌Valoración de riesgos ‌Modelo estocástico ‌Secondary titles: Título: The Journal of risk and insurance
Other categories: 341
Rights: In Copyright (InC)
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