Pricing life insurance contracts with early exercise features: Risk Measures and Solvency

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Veröffentlicht in:Journal of computational and applied mathematics 2009, Vol.233 (1), p.27-35
Hauptverfasser: BACINELLO, Anna Rita, BIFFIS, Enrico, MILLOSSOVICH, Pietro
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container_title Journal of computational and applied mathematics
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creator BACINELLO, Anna Rita
BIFFIS, Enrico
MILLOSSOVICH, Pietro
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identifier ISSN: 0377-0427
ispartof Journal of computational and applied mathematics, 2009, Vol.233 (1), p.27-35
issn 0377-0427
1879-1778
language eng
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source Elsevier ScienceDirect Journals; EZB-FREE-00999 freely available EZB journals
subjects Exact sciences and technology
Mathematical analysis
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Numerical methods in probability and statistics
Sciences and techniques of general use
title Pricing life insurance contracts with early exercise features: Risk Measures and Solvency
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