Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company?

DOI10.1016/j.insmatheco.2017.09.012zbMath1398.91317OpenAlexW2761493656MaRDI QIDQ1697242

Barbara Kaschützke, Ivonne Siegelin, Sandy Bruszas, Raimond H. Maurer

Publication date: 15 February 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.09.012

zbMATH Keywords

stochastic mortalityasset liability modelgender compositiongender-neutral pricinglifetime utilityparticipating life annuity

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites Work

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