Life insurance surrender and liquidity risks (Q5079368): Difference between revisions

@@ Property / describes a project that uses @@
+Human Mortality
@@ Property / describes a project that uses: Human Mortality / rank @@
+Normal rank
@@ 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/10.1080/14697688.2021.1998586
+Normal rank
@@ Property / OpenAlex ID @@
+W4200091864
@@ Property / OpenAlex ID: W4200091864 / rank @@
+Normal rank
@@ Property / cites work @@
+Liquidity risk theory and coherent measures of risk
+Normal rank
@@ Property / cites work @@
+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
+Normal rank
@@ Property / cites work @@
+Q5448377
@@ Property / cites work: Q5448377 / rank @@
+Normal rank
@@ Property / cites work @@
+Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors
+Normal rank
@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
@@ Property / cites work: Liquidity risk and arbitrage pricing theory / rank @@
+Normal rank
@@ Property / cites work @@
+An Actuarial Analysis of Participating Life Insurance
+Normal rank
@@ Property / cites work @@
+A joint valuation of premium payment and surrender options in participating life insurance contracts
+Normal rank
@@ Property / cites work @@
+Efficient portfolio valuation incorporating liquidity risk
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5079368