Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782): Difference between revisions

@@ Property / author @@
+Jérôme Barbarin
@@ Property / author: Jérôme Barbarin / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2005.02.006
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@@ Property / OpenAlex ID @@
+W2036242637
@@ Property / OpenAlex ID: W2036242637 / rank @@
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@@ Property / cites work @@
+Pricing of Unit-linked Life Insurance Policies
@@ Property / cites work: Pricing of Unit-linked Life Insurance Policies / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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@@ Property / cites work @@
+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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@@ Property / cites work @@
+Reserving for maturity guarantees: Two approaches
@@ Property / cites work: Reserving for maturity guarantees: Two approaches / rank @@
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@@ Property / cites work @@
+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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@@ Property / cites work @@
+Equity-linked life insurance: A model with stochastic interest rates
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@@ Property / cites work @@
+A synthesis of risk measures for capital adequacy
@@ Property / cites work: A synthesis of risk measures for capital adequacy / rank @@
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