Pages that link to "Item:Q1974042"
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The following pages link to Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042):
Displayed 50 items.
- Entrance times of random walks: with applications to pension fund modeling (Q282259) (← links)
- Valuing the profit share in participating pure-endowment policies with return of premiums (Q487583) (← links)
- Markov chain modeling of policyholder behavior in life insurance and pension (Q487613) (← links)
- Intensity-based framework for surrender modeling in life insurance (Q506089) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Risk comparison of different bonus distribution approaches in participating life insurance (Q634012) (← links)
- A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843) (← links)
- The conversion option in life insurance (Q659249) (← links)
- Optimal design of profit sharing rates by FFT (Q659254) (← links)
- On the regulator-insurer interaction in a structural model (Q732093) (← links)
- Pricing life insurance contracts with early exercise features (Q732096) (← links)
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (Q825289) (← links)
- Risk-neutral valuation of participating life insurance contracts (Q849584) (← links)
- The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies (Q865621) (← links)
- The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468) (← links)
- Reserve-dependent surrender rates (Q903674) (← links)
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
- Mathematical analysis of different approaches for replicating portfolios (Q906588) (← links)
- On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
- Valuation of life insurance surrender and exchange options (Q931172) (← links)
- Valuation of the interest rate guarantee embedded in defined contribution pension plans (Q931175) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030) (← links)
- Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
- Fair valuation of insurance contracts under Lévy process specifications (Q939383) (← links)
- On parallel asset-liability management in life insurance: a forward risk-neutral approach (Q991133) (← links)
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
- Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement (Q998303) (← links)
- Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
- Knightian uncertainty and insurance regulation decision (Q1022427) (← links)
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- Intervention options in life insurance (Q1394965) (← links)
- Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
- Early surrender and the distribution of policy reserves (Q1413373) (← links)
- Fair valuation of path-dependent participating life insurance contracts. (Q1423344) (← links)
- Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
- Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company? (Q1697242) (← links)
- Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance (Q1707545) (← links)
- An analysis of transaction costs in participating life insurance under mean-variance preferences (Q1735046) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Under pressure: how the business environment affects productivity and efficiency of European life insurance companies (Q1751750) (← links)
- The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design (Q2015616) (← links)
- Pension saving schemes with return smoothing mechanism (Q2015634) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)