The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance
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Publication:5168708
DOI10.1080/10920277.2012.10597646zbMath1291.91134OpenAlexW2247247395MaRDI QIDQ5168708
Shih-Chieh Bill Chang, Yawen Hwang, Shang-Yin Yang
Publication date: 19 July 2014
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2012.10597646
Related Items
Insurance guaranty premiums and exchange options, Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty, Liquidation risk in insurance under contemporary regulatory frameworks
Cites Work
- Market value of life insurance contracts under stochastic interest rates and default risk
- Default risk, bankruptcy procedures and the market value of life insurance liabilities
- A combinatorial approach for pricing Parisian options.
- PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD
- Brownian Excursions and Parisian Barrier Options