The valuation of unit-linked policies with or without surrender options
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- Grosen, Anders & Lochte Jorgensen, Peter, 2000. "Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 37-57, February.
- David F. Babbel & Craig Merrill, 1997. "Economic Valuation Models for Insurers," Center for Financial Institutions Working Papers 97-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Shimko, David C., 1992. "The Valuation of Multiple Claim Insurance Contracts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(02), pages 229-246, June.