Dynamic Financial Models of Life Insurers

DOI10.1080/10920277.2001.10595981MaRDI QIDQ5718201zbMATH OpenOpenAlexFDO

Authors Mark J. Browne, James M. Carson, Robert E. Hoyt

Publication date 13 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2001.10595981

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3541805 (Why is no real title available?)
• The Financial Modeling of Property-Casualty Insurance Companies

Cited in

(7)

• Modelling in life insurance -- a management perspective
• Mathematical model of financial dynamics of an insurance company
• Managing The Volatility Of Gaap Earnings
• Economic Valuation Models for Insurers
• The Financial Modeling of Property-Casualty Insurance Companies
• The Actuarial Role in Financial Reporting
• Asset–Liability Management of Life Insurers in the Negative Interest Rate Environment

Describes a project that uses

Uses Software

• LIMDEP

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