Add to ORKGSurrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context
In the context of the stochastic models for the management of life insurance portfolio, the authors ...
Life insurers often claim that the life settlement industry reduces their sur-render profits and lea...
In this paper we extend the Least Squares Monte Carlo approach proposed by Longstaff and Schwartz fo...
National audienceThis paper shows that some policy features are crucial to explain the decision of t...
The non-forfeiture options of a cash value life insurance policy allow the policyholder to gain acce...
Households buy life insurance as part of their liquidity management. The option to surrender such a ...
AbstractIntroducing a surrender option in unit-linked life insurance contracts leads to a dependence...
In the modern world, a life insurance contract occupies an important place, and that is because it p...
Participating life insurance contracts entitle the policyholder to participate in the company’...
A 2-step model is proposed to describe the dynamic behaviour of policyholder based on the properties...
posed by Longstaff and Schwartz for the valuation of American-style contingent-claims to the case of...
We present a general framework for pricing life insurance contracts embedding a surrender option. Th...
Submitted in partial fulfillment of the requirements of the Degree BBS Actuarial ScienceThe study is...
The valuation of the prepayment option embedded in mortgages attracts the attention of practitioners...
We propose a model for pricing a unit-linked life insurance policy embedding a surrender option. We ...
In the context of the stochastic models for the management of life insurance portfolio, the authors ...
Life insurers often claim that the life settlement industry reduces their sur-render profits and lea...
In this paper we extend the Least Squares Monte Carlo approach proposed by Longstaff and Schwartz fo...
National audienceThis paper shows that some policy features are crucial to explain the decision of t...
The non-forfeiture options of a cash value life insurance policy allow the policyholder to gain acce...
Households buy life insurance as part of their liquidity management. The option to surrender such a ...
AbstractIntroducing a surrender option in unit-linked life insurance contracts leads to a dependence...
In the modern world, a life insurance contract occupies an important place, and that is because it p...
Participating life insurance contracts entitle the policyholder to participate in the company’...
A 2-step model is proposed to describe the dynamic behaviour of policyholder based on the properties...
posed by Longstaff and Schwartz for the valuation of American-style contingent-claims to the case of...
We present a general framework for pricing life insurance contracts embedding a surrender option. Th...
Submitted in partial fulfillment of the requirements of the Degree BBS Actuarial ScienceThe study is...
The valuation of the prepayment option embedded in mortgages attracts the attention of practitioners...
We propose a model for pricing a unit-linked life insurance policy embedding a surrender option. We ...
In the context of the stochastic models for the management of life insurance portfolio, the authors ...
Life insurers often claim that the life settlement industry reduces their sur-render profits and lea...
In this paper we extend the Least Squares Monte Carlo approach proposed by Longstaff and Schwartz fo...