RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Hedging of guaranteed maturity benefits in unit-linked life insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Bonus and Bonus Prognoses in Life Insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3438080 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing and forecasting mortality rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fair value of guaranteed annuity options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic mortality under measure changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling the Forward Surface of Mortality / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of biased simulation schemes for stochastic volatility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5480304 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank
 
Normal rank

Revision as of 14:17, 8 July 2024

scientific article; zbMATH DE number 6302683
Language Label Description Also known as
English
RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT
scientific article; zbMATH DE number 6302683

    Statements

    RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (English)
    0 references
    0 references
    0 references
    0 references
    11 June 2014
    0 references
    financial risk
    0 references
    longevity risk
    0 references
    guaranteed annuity option
    0 references
    guaranteed minimum income benefit
    0 references
    valuation and risk analysis of embedded guarantees
    0 references

    Identifiers