Unterscheidungskriterium Partizipationssatz bei der Aktienindexgebundenen Lebensversicherung

DOI10.1007/BF02808359MaRDI QIDQ4219954zbMATH OpenFDO

Authors Jochen Ruß, Frank Andreas Schittenhelm

Publication date 8 April 1999

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02808359

zbMATH Keywords

life insurance contractsmarket scenariosparticipation raterate 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
• The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design
• The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
• Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
• Equity-linked life insurance based on traditional products: the case of select products
• Pricing equity-linked life insurance with endogenous minimum guarantees
• Investment guarantees: Modeling and risk management for equity-linked life insurance
• Equity-linked life insurance: A model with stochastic interest rates
• scientific article; zbMATH DE number 5954101
• scientific article; zbMATH DE number 1795853

Cites work

• Bestimmung des Partizipationssatzes bei der Aktienindexgebundenen Lebensversicherung
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• scientific article; zbMATH DE number 1869272 (Why is no real title available?)
• Martingales and arbitrage in multiperiod securities markets
• Martingales and stochastic integrals in the theory of continuous trading

Cited in

(7)

• The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
• Equity-linked life insurance based on traditional products: the case of select products
• Arithmetic averaging equity-linked life insurance policies in Germany
• The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design
• Performance participation at guaranteed interest
• Bestimmung des Partizipationssatzes bei der Aktienindexgebundenen Lebensversicherung
• Equity-linked pension schemes with guarantees

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