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

@@ Property / cites work @@
+Pricing of Unit-linked Life Insurance Policies
@@ Property / cites work: Pricing of Unit-linked Life Insurance Policies / 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 @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+Market value of life insurance contracts under stochastic interest rates and default risk
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+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 @@
+Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
+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 @@
+Fair valuation of path-dependent participating life insurance contracts.
+Normal rank