Implicit options in life insurance contracts
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- Type
- article
- Published
- 2001-10-01
- Cited by
- 2
- References
- 17
- OpenAlex
- https://openalex.org/W1500161439
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:159330407
Keywords
Actuarial science, Life insurance, Portfolio, Economics, Insurance policy
References
- Risiken aus Rückkaufsoptionen in Lebensversicherungsverträgen
- Zur Bewertung von Optionen und Garantien bei Lebensversicherungen
- Valuing American Options in a Path Simulation Model
- Options, Futures, and Other Derivatives
- Abstract: An Equilibrium Characterization of the Term Structure
- Pricing American-style securities using simulation
- Numerical Procedures for Implementing Term Structure Models I
- Term Structure Movements and Pricing Interest Rate Contingent Claims
- Pricing Interest-Rate-Derivative Securities
- Pricing of Unit-linked Life Insurance Policies
- Abrufoptionen bei Aktienindexgebundenen Lebens- und Rentenversicherungen
- Dynamic Asset Pricing Theory
- Numerical Valuation of High Dimensional Multivariate American Securities
- An Exact Bond Option Formula
- Enhanced Monte Carlo Estimates for American Option Prices
- Rider Benefits and Options on Life Assurance Contracts.
- Financial Options in Life Assurance Policies
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