Market Based Tools for Managing the Life Insurance Company
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Recommendations
- Valuation of Participating Life Insurance Liabilities
- scientific article; zbMATH DE number 5151672
- Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches
- Fair valuation of path-dependent participating life insurance contracts.
- On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
Cites work
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
- A theory of bonus life insurance
- A theory of the term structure of interest rates
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- scientific article; zbMATH DE number 3736679 (Why is no real title available?)
- scientific article; zbMATH DE number 740737 (Why is no real title available?)
- Two singular diffusion problems
Cited in
(13)- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
- Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities
- Multidimensional valuation of life insurance policies and fair value
- Valuing the profit share in participating pure-endowment policies with return of premiums
- Two Paradigms for The Market Value of Liabilities
- Machine learning techniques in nested stochastic simulations for life insurance
- Transformers-based least square Monte Carlo for solvency calculation in life insurance
- Participating life insurance policies: an accurate and efficient parallel software for COTS clusters
- Explainable Least Square Monte Carlo for Solvency Capital Requirement Evaluation
- Addressing theoretical and empirical discrepancies in life insurance valuations through EMS
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
- On parallel asset-liability management in life insurance: a forward risk-neutral approach
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
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