The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633): Difference between revisions

@@ Property / DOI @@
-.1007/s11147-017-9131-9
@@ Property / DOI: 10.1007/s11147-017-9131-9 / rank @@
-Normal rank
@@ Property / cites work @@
+Equity-linked life insurance based on traditional products: the case of select products
+Normal rank
@@ Property / cites work @@
+A Lévy process-based framework for the fair valuation of participating life insurance contracts
+Normal rank
@@ Property / cites work @@
+Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy
+Normal rank
@@ Property / cites work @@
+Risk-neutral valuation of participating life insurance contracts
+Normal rank
@@ Property / cites work @@
+Pricing and Hedging of Cliquet Options and Locally Capped Contracts
+Normal rank
@@ Property / cites work @@
+Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective
+Normal rank
@@ Property / cites work @@
+On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
+Normal rank
@@ Property / cites work @@
+The design of equity-indexed annuities
@@ Property / cites work: The design of equity-indexed annuities / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness of stable volatility strategies
@@ Property / cites work: Robustness of stable volatility strategies / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Fourier Transform Valuation Formulas and Applications
+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 @@
+Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
+Normal rank
@@ Property / cites work @@
+Cliquet-style return guarantees in a regime switching Lévy model
+Normal rank
@@ Property / cites work @@
+Pricing equity-linked pure endowments with risky assets that follow Lévy processes
+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 @@
+Minimum return guarantees, investment caps, and investment flexibility
+Normal rank
@@ Property / cites work @@
+Accounting and actuarial smoothing of retirement payouts in participating life annuities
+Normal rank
@@ Property / cites work @@
+PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Equity-linked pension schemes with guarantees
@@ Property / cites work: Equity-linked pension schemes with guarantees / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Fair valuation of path-dependent participating life insurance contracts.
+Normal rank
@@ Property / DOI @@
+.1007/S11147-017-9131-9
@@ Property / DOI: 10.1007/S11147-017-9131-9 / rank @@
+Normal rank