Fair valuation of a guaranteed life insurance participating contract embedding a surrender option
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000nab a2200000 i 4500 | ||
| 001 | MAP20071504233 | ||
| 003 | MAP | ||
| 005 | 20080418124154.0 | ||
| 007 | hzruuu---uuuu | ||
| 008 | 030911e20030901usa|||| | |00010|eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a341 | ||
| 100 | 1 | $0MAPA20080259167$aBacinello, Anna Rita | |
| 245 | 1 | 0 | $aFair valuation of a guaranteed life insurance participating contract embedding a surrender option$cAnna Rita Bacinello |
| 520 | 8 | $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. | |
| 650 | 0 | 1 | $0MAPA20080570590$aSeguro de vida |
| 650 | 0 | 1 | $0MAPA20080551001$aGarantías |
| 650 | 0 | 1 | $0MAPA20080584290$aContrato de seguro |
| 650 | 0 | 1 | $0MAPA20080602437$aMatemática del seguro |
| 650 | 0 | 1 | $0MAPA20080554361$aFair value |
| 650 | 1 | 1 | $0MAPA20080604394$aValoración de riesgos |
| 650 | 1 | 1 | $0MAPA20080586447$aModelo estocástico |
| 740 | 4 | $aThe Journal of risk and insurance | |
| 773 | 0 | $tThe Journal of risk and insurance$dOrlando$gVolume 70, number 3, September 2003 ; p. 461-487 |