The conversion option in life insurance (Q659249)

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scientific article

Language	Label	Description	Also known as
English	The conversion option in life insurance	scientific article

Statements

scholarly article

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The conversion option in life insurance (English)

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Insurance Mathematics \& Economics

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publication date

10 February 2012

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zbMATH Keywords

embedded options

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life insurance

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stochastic model

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.insmatheco.2009.12.009

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Endogenous model of surrender conditions in equity-linked life insurance

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Risk-neutral valuation of participating life insurance contracts

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A Poisson log-bilinear regression approach to the construction of projected lifetables.

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A binomial model for valuing equity-linked policies embedding surrender options

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Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies

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Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval

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Modeling and Forecasting U.S. Mortality

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Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts

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Valuation of life insurance surrender and exchange options

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Intervention options in life insurance

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.INSMATHECO.2009.12.009

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Sitelinks

Mathematics(1 entry)

mardi Publication:659249

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