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Monte Carlo simulation
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rmite time ruin probabilities
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Millossovich, Pietro
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Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
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ECONIS (ZBW)
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A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts
Bacinello, Anna Rita
- In:
Mathematical and statistical methods in insurance and …
,
(pp. 19-26)
.
2008
Persistent link: https://www.econbiz.de/10003837049
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An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
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2021
Persistent link: https://www.econbiz.de/10012615282
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