Return smoothing in life insurance from a client perspective
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Publication:2665845
Recommendations
- Policy characteristics and stakeholder returns in participating life insurance: which contracts can lead to a win-win?
- A performance analysis of participating life insurance contracts
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
- Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
- Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance
Cites work
- A tractable method to measure utility and loss aversion under prospect theory
- A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
- Advances in prospect theory: cumulative representation of uncertainty
- All over the map: A worldwide comparison of risk preferences
- An equilibrium characterization of the term structure
- Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees
- Choice bracketing. (With commentaries)
- Cumulative prospect theory's functional menagerie
- Dynamic consumption and portfolio choice under prospect theory
- Equity-linked life insurance based on traditional products: the case of select products
- Estimating cumulative prospect theory parameters from an international survey
- Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
- Interest rate models -- theory and practice. With smile, inflation and credit
- Myopic Loss Aversion and the Equity Premium Puzzle
- Neglecting disaster: why don't people insure against large losses?
- Optimal insurance design under rank-dependent expected utility
- Pension saving schemes with return smoothing mechanism
- Prospect theory and asset prices
- Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches
- Risk aversion or myopia? Choices in repeated gambles and retirement investments
- The participation puzzle with reference-dependent expected utility preferences
- The Probability Weighting Function
- Theory of constant proportion portfolio insurance
Cited in
(6)- Pension saving schemes with return smoothing mechanism
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
- Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
- Cross-subsidizing effects between existing and new policyholders in traditional life insurance
- What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products
- From intertemporal smoothing to intergenerational risk sharing: the effects of different return smoothing mechanisms in life insurance
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