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A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke; Løchte Jørgensen, Peter; Grosen, Anders - 2001
Persistent link: https://www.econbiz.de/10001613883
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Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721470
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Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders; Løchte Jørgensen, Peter - 1999
Persistent link: https://www.econbiz.de/10001375327
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How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer; Qin, Xiaochuan; Reid, W. Robert - 2009
Persistent link: https://www.econbiz.de/10008667753
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Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer; Qin, Xiaochuan; Reid, W. Robert - 2011
Persistent link: https://www.econbiz.de/10009012239
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Exotic unit-linked life insurance contracts
Ekern, Steinar; Persson, Svein-Arne - 1995
Persistent link: https://www.econbiz.de/10000925608
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Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721476
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On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746717
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Paying for minimum interest rate guarantees : who should compensate who?
Jensen, Bjarne Astrup; Sørensen, Carsten - 2000
Persistent link: https://www.econbiz.de/10001448954
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Stochastic assessment of special-rate life annuities
Olivieri, Annamaria; Tabakova, Daniela - 2024
Persistent link: https://www.econbiz.de/10014534628