Fair valuation of insurance contracts under Lévy process specifications (Q939383): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2007.04.007
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+W2092266927
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+Pricing of Unit-linked Life Insurance Policies
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+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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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+Market value of life insurance contracts under stochastic interest rates and default risk
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Minimum Rate of Return Guarantees: The Danish Case
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+Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
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+The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
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+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
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+Fair valuation of path-dependent participating life insurance contracts.
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