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

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<dc:creator>Bacinello, Anna Rita</dc:creator>
<dc:date>2003-09-01</dc:date>
<dc:description xml:lang="es">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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/56146.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Seguro de vida</dc:subject>
<dc:subject xml:lang="es">Garantías</dc:subject>
<dc:subject xml:lang="es">Contrato de seguro</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Fair value</dc:subject>
<dc:subject xml:lang="es">Valoración de riesgos</dc:subject>
<dc:subject xml:lang="es">Modelo estocástico</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Fair valuation of a guaranteed life insurance participating contract embedding a surrender option</dc:title>
<dc:title xml:lang="es">Título: The Journal of risk and insurance</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Orlando. - Volume 70, number 3, September 2003 ;  p. 461-487</dc:relation>
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