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"Pricing life insurance contracts with early exercise features."

Anna Rita Bacinello, Enrico Biffis, Pietro Millossovich (2009)

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DOI: 10.1016/J.CAM.2008.05.036

access: open

type: Journal Article

metadata version: 2021-02-16

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  - journals/jcam/BacinelloBM09
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  - https://dblp.org/rec/journals/jcam/BacinelloBM09
Anna Rita Bacinello, Enrico Biffis, Pietro Millossovich:
Pricing life insurance contracts with early exercise features. J. Comput. Appl. Math. 233(1): 27-35 (2009)

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