A binomial model for valuing equity-linked policies embedding surrender options
| Year of publication: |
2008
|
|---|---|
| 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. 873-887
|