Development and Pricing of a New Participating Contract (Q5018744): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/10920277.2006.10597420
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+W3122198680
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@@ Property / cites work @@
+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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+A Lévy process-based framework for the fair 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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+Interest rate models -- theory and practice
@@ Property / cites work: Interest rate models -- theory and practice / rank @@
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+Les fonctions aléatoires du type de Markoff associees à certaines équations linéaires aux dérivées partielles du type parabolique
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@@ Property / cites work @@
+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
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+Q4002114
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+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
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+Equity-linked life insurance: A model with stochastic interest rates
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+Fair valuation of path-dependent participating life insurance contracts.
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