Regression-based algorithms for life insurance contracts with surrender guarantees

By Anna Rita Bacinello, Enrico Biffis, Pietro Millossovich. 2010

68 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1bd231e3efa484c0c062f54ebbe6c9c100e3cea3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Frederik Ruez
2. Alexander Kling
3. Jochen Russ
4. Peter A. Forsyth
5. Kenneth R. Vetzal
6. Daniel Bauer

In Economics and Econometrics

1. Frederik Ruez
2. Alexander Kling
3. Jochen Russ
4. Peter A. Forsyth
5. Kenneth R. Vetzal
6. Daniel Bauer

In Finance

1. Frederik Ruez
2. Alexander Kling
3. Jochen Russ

Citations in the corpus

• The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities (2011, methodology): “The valuation framework in this section follows in some parts the one used in Bacinello et al. (2009) and in others Bauer et al. (2008).”