Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2017.11.001
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+W2774284177
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@@ Property / cites work @@
+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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+Endogenous model of surrender conditions in equity-linked life insurance
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+Regression-based algorithms for life insurance contracts with surrender guarantees
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+On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
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+Risk-neutral valuation of participating life insurance contracts
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+Market value of life insurance contracts under stochastic interest rates and default risk
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+Stochastic mortality under measure changes
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+Default risk, bankruptcy procedures and the market value of life insurance liabilities
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+SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+Functional Integration and Partial Differential Equations. (AM-109)
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+ON SURRENDER AND DEFAULT RISKS
@@ Property / cites work: ON SURRENDER AND DEFAULT RISKS / rank @@
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+The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts
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+The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees
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+Q4255599
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+Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
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+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
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