Some further ideas concerning the interaction between insurance and investment risks
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Publication:2511474
DOI10.1007/s11857-008-0053-3zbMath1293.91094OpenAlexW1992592451MaRDI QIDQ2511474
Marcus C. Christiansen, Marko Helwich
Publication date: 5 August 2014
Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11857-008-0053-3
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Related Items (4)
Mortality options: the point of view of an insurer ⋮ Risk allocation through shapley decompositions, with applications to variable annuities ⋮ Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods ⋮ Biometric worst-case scenarios for multi-state life insurance policies
Cites Work
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- On life insurance reserves in a stochastic mortality and interest rates environment
- On Bonus and Bonus Prognoses in Life Insurance
- Moments of the present value of a portfolio of policies
- On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
- Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates
- Interest Rate Risk Management
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks
- Relative Importance of Risk Sources in Insurance Systems
- Interest rate models -- theory and practice
- Uncertainty in mortality projections: an actuarial perspective
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