The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468): Difference between revisions

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+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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+A Lévy process-based framework for the fair valuation of participating life insurance contracts
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+Risk-neutral valuation of participating life insurance contracts
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+Q4000330
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+Normal 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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+Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
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+Minimum Rate of Return Guarantees: The Danish Case
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+Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
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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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