The valuation of life insurance liabilities: numerical method approach

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2013-06-13
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Most of the life insurance contracts in Ghana contains surrender options and are also path-depending. The presence of one or more option elements and path-dependence derivatives presents complexities in the valuation of the life insurance contract in Ghana...
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A thesis submitted to the Department of Mathematics, Kwame Nkrumah University of Science and Technology in partial fulfillment for the degree of Master of Philosophy, 2013
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