Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141): 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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+Market value of life insurance contracts under stochastic interest rates and default risk
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+A risk-based model for the valuation of pension insurance
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+Default risk, bankruptcy procedures and the market value of life insurance liabilities
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+Mathematical methods for financial markets.
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+PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
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+Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
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+Fair valuation of path-dependent participating life insurance contracts.
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+An equilibrium characterization of the term structure
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+The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance
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