Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches (Q2276267): Difference between revisions

@@ 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.2011.02.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2064126360
@@ Property / OpenAlex ID: W2064126360 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk measure and fair valuation of an investment guarantee in life insurance
+Normal rank
@@ Property / cites work @@
+Risk-neutral valuation of participating life insurance contracts
+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 @@
+Q4869639
@@ Property / cites work: Q4869639 / rank @@
+Normal rank
@@ Property / cites work @@
+Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
+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 @@
+The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. I: The binomial asset pricing model.
+Normal rank
@@ Property / cites work @@
+Q4215579
@@ Property / cites work: Q4215579 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2276267