Arithmetic averaging equity-linked life insurance policies in Germany

DOI10.1016/S0167-6687(99)00010-4MaRDI QIDQ1962813zbMATH OpenFDO

Authors Dirk Jens F. Nonnenmacher, Jochen Ruß

Publication date 30 March 2000

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

Full work available at URL https://doi.org/10.1016/S0167-6687(99)00010-4

zbMATH Keywords

additional policy reservesaverage price optionsguaranteed equity-linked life insuranceMonte Carlo simulationrate of index participation

Mathematics Subject Classification ID

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

Recommendations

• Bestimmung des Partizipationssatzes bei der Aktienindexgebundenen Lebensversicherung
• Pricing equity-linked life insurance with endogenous minimum guarantees
• Unterscheidungskriterium Partizipationssatz bei der Aktienindexgebundenen Lebensversicherung
• Pricing of Unit-linked Life Insurance Policies
• Equity-linked life insurance: A model with stochastic interest rates

Cites work

• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• scientific article; zbMATH DE number 854710 (Why is no real title available?)
• Martingales and stochastic integrals in the theory of continuous trading
• Monte Carlo and quasi-Monte Carlo methods in scientific computing. Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23-25, 1994

Cited in

(2)

• Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company?
• Bestimmung des Partizipationssatzes bei der Aktienindexgebundenen Lebensversicherung

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