Pages that link to "Item:Q1423344"
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The following pages link to Fair valuation of path-dependent participating life insurance contracts. (Q1423344):
Displayed 28 items.
- Valuing the profit share in participating pure-endowment policies with return of premiums (Q487583) (← links)
- Intensity-based framework for surrender modeling in life insurance (Q506089) (← 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)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← 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)
- Market value of life insurance contracts under stochastic interest rates and default risk (Q882875) (← links)
- Valuation of life insurance surrender and exchange options (Q931172) (← links)
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030) (← links)
- Fair valuation of insurance contracts under Lévy process specifications (Q939383) (← 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)
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
- On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes (Q2260948) (← links)
- A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies (Q2465907) (← links)
- A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775) (← links)
- Endogenous model of surrender conditions in equity-linked life insurance (Q2581780) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032) (← links)
- ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
- Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
- Development and Pricing of a New Participating Contract (Q5018744) (← links)
- Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141) (← links)
- On accounting standards and fair valuation of life insurance and pension liabilities (Q5467666) (← links)