A performance analysis of participating life insurance contracts

DOI10.1016/j.insmatheco.2012.03.004zbMath1284.91231OpenAlexW2056079105MaRDI QIDQ2444717

Hato Schmeiser, Roger Faust, Alexandra Zemp

Publication date: 10 April 2014

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

Full work available at URL: http://doc.rero.ch/record/315401/files/12297_2011_Article_179.pdf

zbMATH Keywords

interest rate guaranteesparticipating life insurance contractspolicies with profits

Mathematics Subject Classification ID

Related Items (3)

Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective ⋮ On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes ⋮ A survey of personalized treatment models for pricing strategies in insurance

Cites Work

• The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
• Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
• Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
• Minimum Rate of Return Guarantees: The Danish Case
• Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed

This page was built for publication: A performance analysis of participating life insurance contracts