The Life Care Annuity: enhancing product features and refining pricing methods
By Giovanna Apicella, Marcellino Gaudenzi, Andrea Molent
Rating
1616
Battle Count: 143
Relevance
6/10
While primarily focused on insurance products, the pricing and optimization techniques could be adapted for certain financial derivatives.
Implementation Complexity
8/10
The Tree-LTC method requires sophisticated numerical techniques and understanding of stochastic processes.
Reproducibility
4/5
The paper provides detailed descriptions of the methodology and numerical experiments, including parameter values used.
About this paper
Methodology: Tree-LTC. Problem types: Pricing, Optimization.
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