The theoretical surrender value in life insurance

In the context of the stochastic models for the management of life insurance portfolio, the authors explore, with simulation approach, the effects induced by the application of a particular method of calculation of the surrender value. In the life insurance, the policyholder position is, at any mome...

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Bibliographic Details
Main Authors: Nicolino Ettore D’Ortona, Maria Sole Staffa
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2016-11-01
Series:Insurance Markets and Companies
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7915/IMC_2016_01_Staffa.pdf

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