Showing 1 - 2 of 2
We tackle the problem of computing fair periodical premiums of an equity-linked policy with a maturity guarantee and an embedded surrender option. We consider the policy as a Bermudan-style contingent claim that can be exercised at the premium payment dates. The evaluation framework is based on...
Persistent link: https://www.econbiz.de/10008521302
Persistent link: https://www.econbiz.de/10005374914