Surplus participation schemes for life annuities under Solvency II (Q2303990): Difference between revisions

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+Raimond H. Maurer
@@ Property / author: Raimond H. Maurer / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s13385-019-00203-3
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+W2947584461
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@@ Property / cites work @@
+Risk-neutral valuation of participating life insurance contracts
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+Martingale estimation functions for discretely observed diffusion processes
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@@ Property / cites work @@
+On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
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+Solvency II solvency capital requirement for life insurance companies based on expected shortfall
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+Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company?
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+An Intertemporal General Equilibrium Model of Asset Prices
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+The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design
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+The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
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@@ Property / cites work @@
+PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY
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+Accounting and actuarial smoothing of retirement payouts in participating life annuities
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+Annuitization and asset allocation
@@ Property / cites work: Annuitization and asset allocation / rank @@
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+Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
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