Risk-neutral valuation of participating life insurance contracts (Q849584): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2006.02.003
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+W2076133863
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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 @@
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+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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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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+Minimum Rate of Return Guarantees: The Danish Case
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+The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
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+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
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+Fair valuation of path-dependent participating life insurance contracts.
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@@ links / mardi / name / links / mardi / name @@
+Publication:849584