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binomial trees
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equity-linked life insurance
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exogenous and endogenous guarantees
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single and annual premium contracts
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surrender option
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Bacinello, Anna Rita
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Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
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Modelling the Surrender Conditions in Equity-Linked Life Insurance
Bacinello, Anna Rita
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Centre for Research on Pensions and Welfare Policies …
-
2005
single
and
annual
premium
contracts
. First we analyse a quite general contract, for which we obtain a backward recursive …
Persistent link: https://www.econbiz.de/10005012788
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