Policy characteristics and stakeholder returns in participating life insurance: which contracts can lead to a win-win?

DOI10.1007/S13385-018-0179-1MaRDI QIDQ2323650zbMATH OpenOpenAlexWikidataFDO

Authors Charbel Mirza, Joël Wagner

Publication date 3 September 2019

Published in European Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://serval.unil.ch/notice/serval:BIB_347FDEAA6D27

zbMATH Keywords

interest rate guaranteelife insurance productspolicyholder participationreturn on investment

Mathematics Subject Classification ID

Recommendations

• A performance analysis of participating life insurance contracts
• Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees
• The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design
• Participating payout life annuities: lessons from Germany
• Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective

Cites work

• Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
• Market value of life insurance contracts under stochastic interest rates and default risk
• The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
• The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design

Cited in

(8)

• An analysis of transaction costs in participating life insurance under mean-variance preferences
• Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees
• A performance analysis of participating life insurance contracts
• Return smoothing in life insurance from a client perspective
• Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts
• On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization
• Evaluation of participating endowment life insurance policies in a stochastic environment
• Mean-variance optimization for participating life insurance contracts

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