Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company?
From MaRDI portal
Publication:1697242
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
stochastic mortalityasset liability modelgender compositiongender-neutral pricinglifetime utilityparticipating life annuity
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
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