Modelling the Surrender Conditions in Equity-Linked Life Insurance
Year of publication: |
2005-02
|
---|---|
Authors: | Bacinello, Anna Rita |
Institutions: | Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto |
Subject: | surrender option | equity-linked life insurance | exogenous and endogenous guarantees | single and annual premium contracts | binomial trees |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 39 36 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
-
Anzilli, Luca, (2007)
-
Contingent claims analysis and life-cycle finance
Bodie, Zvi, (2008)
-
The Optimal Investment Policy for the Pension Benefit Guaranty Corporation
Romaniuk, Katarzyna, (2011)
- More ...
-
Bacinello, Anna Rita, (2021)
-
Bacinello, Anna Rita, (2008)
-
Variable annuities : a unifying valuation approach
Bacinello, Anna Rita, (2011)
- More ...