A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts
Anna Rita Bacinello
| Year of publication: |
2008
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| Authors: | Bacinello, Anna Rita |
| Published in: |
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]. - Milan [u.a.] : Springer, ISBN 88-470-0703-8. - 2008, p. 19-26
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| Subject: | Versicherungsmathematik | Actuarial mathematics | Lebensversicherung | Life insurance | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003837049