Risk comparison of different bonus distribution approaches in participating life insurance (Q634012): Difference between revisions

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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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+Risk measure and fair valuation of an investment guarantee in life insurance
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+Risk-neutral valuation of participating life insurance contracts
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+Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
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+A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
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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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+Valuation and hedging of participating life-insurance policies under management discretion
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+The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
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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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+Differential evolution. A practical approach to global optimization. With CD-ROM.
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+On pricing and reserving with-profits life insurance contracts
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+Fair valuation of participating policies with surrender options and regime switching
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+Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
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+Fair valuation of path-dependent participating life insurance contracts.
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+Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
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