The valuation of unit-linked policies with or without surrender options

Insurance: Mathematics and Economics

Volumn 36, Issue 1, 2005, Pages 79-92

  Shen, Weixi ^a   Xu, Huiping ^b  

^a FUDAN UNIVERSITY   (China)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Free boundary; Surrender; Unit linked policy

Indexed keywords

EID: 13844275858     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.10.002     Document Type: Article

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