Risk comparison of different bonus distribution approaches in participating life insurance (Q634012): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2011.04.006
@@ Property / DOI: 10.1016/j.insmatheco.2011.04.006 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+DEoptim
@@ Property / describes a project that uses: DEoptim / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2051220802
@@ Property / OpenAlex ID: W2051220802 / rank @@
+Normal rank
@@ Property / cites work @@
+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
+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 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 @@
+Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
+Normal rank
@@ Property / cites work @@
+A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
+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 @@
+Minimum Rate of Return Guarantees: The Danish Case
+Normal rank
@@ Property / cites work @@
+Valuation and hedging of participating life-insurance policies under management discretion
+Normal rank
@@ Property / cites work @@
+The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
+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 @@
+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
+Normal rank
@@ Property / cites work @@
+Differential evolution. A practical approach to global optimization. With CD-ROM.
+Normal rank
@@ Property / cites work @@
+On pricing and reserving with-profits life insurance contracts
+Normal rank
@@ Property / cites work @@
+Fair valuation of participating policies with surrender options and regime switching
+Normal rank
@@ Property / cites work @@
+Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
+Normal rank
@@ Property / cites work @@
+Fair valuation of path-dependent participating life insurance contracts.
+Normal rank
@@ Property / cites work @@
+Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2011.04.006
@@ Property / DOI: 10.1016/J.INSMATHECO.2011.04.006 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:634012