Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches
From MaRDI portal
Publication:2276267
DOI10.1016/j.insmatheco.2011.02.008zbMath1218.91081MaRDI QIDQ2276267
Alexander Kling, Jochen Ruß, Stefan Graf
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.02.008
life insurance; risk management; optimal asset allocation; interest rate guarantees; risk neutral valuation
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