Dynamic hybrid products in life insurance: assessing the policyholders' viewpoint

DOI10.1016/J.INSMATHECO.2014.09.003zbMath1306.91070OpenAlexW3123495874MaRDI QIDQ2514609

Nadine Gatzert, Alexander Bohnert, Patricia Born

Publication date: 3 February 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.09.003

zbMATH Keywords

life insurancemean-variance preferencescustomer valueconstant proportion portfolio insurancedynamic hybridguaranteed interest ratesrisk-return profiles

Mathematics Subject Classification ID

Related Items (6)

Constrained non-concave utility maximization: an application to life insurance contracts with guarantees ⋮ Managing reputational risk in the decumulation phase of a pension fund ⋮ Dynamic hybrid products with guarantees -- an optimal portfolio framework ⋮ Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates ⋮ Maximizing with-profit pensions without guarantees ⋮ Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy

Cites Work

• Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
• A utility-based comparison of pension funds and life insurance companies under regulatory constraints
• Contingent Portfolio Programming for the Management of Risky Projects

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