Endogenous model of surrender conditions in equity-linked life insurance

Insurance: Mathematics and Economics

Volumn 37, Issue 2 SPEC. ISS., 2005, Pages 270-296

  Bacinello, Anna Rita ^a  

^a UNIVERSITY OF TRIESTE   (Italy)

Author keywords

Binomial trees; Equity linked life insurance; Exogenous and endogenous guarantees; Single and annual premium contracts; Surrender option

Indexed keywords

EID: 26844528147     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.02.002     Document Type: Article

References (17)

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