A binomial model for valuing equity-linked policies embedding surrender options
Year of publication: |
2008
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Authors: | Costabile, Massimo ; Massabó, Ivar ; Russo, Emilio |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 3, p. 873-886
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