Showing 1 - 10 of 23
Persistent link: https://www.econbiz.de/10011990176
Persistent link: https://www.econbiz.de/10011944091
Persistent link: https://www.econbiz.de/10012622399
Persistent link: https://www.econbiz.de/10015048176
Persistent link: https://www.econbiz.de/10014440198
Persistent link: https://www.econbiz.de/10014282998
Persistent link: https://www.econbiz.de/10014565274
Persistent link: https://www.econbiz.de/10015049360
Life annuities and pension products usually involve a number of guarantees, such as minimum accumulation rates, minimum annual payments or a minimum total payout. Packaging different types of guarantees is the feature of so-called variable annuities. Basically, these products are unit-linked...
Persistent link: https://www.econbiz.de/10010576730
We present a general framework for pricing life insurance contracts embedding a surrender option. The model allows for several sources of risk, such as uncertainty in mortality, interest rates and other financial factors. We describe and compare two numerical schemes based on the Least Squares...
Persistent link: https://www.econbiz.de/10008675053