The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2006.07.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2134757950
@@ Property / OpenAlex ID: W2134757950 / rank @@
+Normal rank
@@ Property / cites work @@
+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
+Normal rank
@@ Property / cites work @@
+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
+Normal rank
@@ Property / cites work @@
+A Lévy process-based framework for the fair valuation of participating life insurance contracts
+Normal rank
@@ Property / cites work @@
+Risk-neutral valuation of participating life insurance contracts
+Normal rank
@@ Property / cites work @@
+Q4000330
@@ Property / cites work: Q4000330 / 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 @@
+Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
+Normal rank
@@ Property / cites work @@
+Minimum Rate of Return Guarantees: The Danish Case
+Normal rank
@@ Property / cites work @@
+Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
+Normal rank
@@ Property / cites work @@
+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
+Normal rank
@@ Property / cites work @@
+Fair valuation of path-dependent participating life insurance contracts.
+Normal rank