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A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts (Convegno MAF 2006 - Metodi Matematici e Statistici per le Assicurazioni e la Finanza - 11-13 ottobre 2006)

Authors :
Bacinello, ANNA RITA
Bacinello, ANNA RITA
Publication Year :
2006
Publisher :
Dip. di Matematica Applicata "B. de Finetti", 2006.

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.dedup.wf.001..0962c412f1ddecfd95c68cf62fe8e182

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