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Valuation of life insurance surrender and exchange options

✍ Scribed by Helge A. Nordahl


Book ID
108153139
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
608 KB
Volume
42
Category
Article
ISSN
0167-6687

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Explicit portfolio for unit-linked life
✍ Nele Vandaele; MichΓ¨le Vanmaele πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 714 KB

Introducing a surrender option in unit-linked life insurance contracts leads to a dependence between the surrender time and the financial market. [J. Barbarin, Risk minimizing strategies for life insurance contracts with surrender option, Tech. rep., University of Louvain-La-Neuve, 2007] used a lot