Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170): Difference between revisions

@@ Property / author @@
-Jens Perch Nielsen
@@ Property / author: Jens Perch Nielsen / rank @@
-Normal rank
@@ Property / author @@
+Jens Perch Nielsen
@@ Property / author: Jens Perch Nielsen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2005.06.014
+Normal rank
@@ Property / OpenAlex ID @@
+W3124539830
@@ Property / OpenAlex ID: W3124539830 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Reserving for maturity guarantees: Two approaches
@@ Property / cites work: Reserving for maturity guarantees: Two approaches / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+On accounting standards and fair valuation of life insurance and pension liabilities
+Normal rank
@@ Property / cites work @@
+Equity-linked life insurance: A model with stochastic interest rates
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2492170