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An analytical study of participating policies with minimum rate guarantee and surrender option |
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| Authors: | Chiarolla Maria B. De Angelis Tiziano Stabile Gabriele |
| Affiliation: | 1.Dipartimento di Scienze dell’Economia, Centro Ecotekne, Pal. C, Università del Salento, Via Monteroni, 73100, Lecce, Italy ;2.School of Management and Economics (Dept. ESOMAS), University of Turin, C.so Unione Sovietica 218bis, 10134, Torino, Italy ;3.Collegio Carlo Alberto, P.za Arbarello 8, 10122, Torino, Italy ;4.Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza, Sapienza-Università di Roma, Via del Castro Laurenziano 9, 00161, Roma, Italy ; |
| Abstract: | Finance and Stochastics - We perform a detailed theoretical study of the value of a class of participating policies with four key features: (i) the policyholder is guaranteed a minimum interest... |
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