Bayesian Risk Management for Equity-Linked Insurance

DOI10.1080/034612302320179863zbMath1039.91041OpenAlexW2084482813MaRDI QIDQ4455895

Mary R. Hardy

Publication date: 16 March 2004

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/034612302320179863

zbMATH Keywords

regime switchingMarkov chain Monte Carloequity-linked insuranceBayesian risk management

Mathematics Subject Classification ID

Related Items

Variational Bayes for regime-switching log-normal models, Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes, Accounting for regime and parameter uncertainty in regime-switching models, Bayesian modelling of financial guarantee insurance, A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies, Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing, Bayesian analysis of equity-linked savings contracts with American-style options

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