Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches

DOI10.1016/j.insmatheco.2011.02.008zbMath1218.91081MaRDI QIDQ2276267

Jochen Ruß, Alexander Kling, Stefan Graf

Publication date: 1 August 2011

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.02.008

zbMATH Keywords

life insurance; risk management; optimal asset allocation; interest rate guarantees; risk neutral valuation

Mathematics Subject Classification ID

91G50: Corporate finance (dividends, real options, etc.)

91G10: Portfolio theory

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