Explicit portfolio for unit-linked life insurance contracts with surrender option.

Nele Vandaele Michèle Vanmaele

Published in: J. Comput. Appl. Math. (2009)

Keyphrases

decision making
supply chain
option pricing
risk management
portfolio selection
website
moral hazard
database
processing units
daily life
non stationary
decision support system
expert systems
information systems
artificial intelligence
databases
data sets