On risk charges and shadow account options in pension funds
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Publication:4576917
DOI10.1080/03461238.2013.876927zbMath1401.91152OpenAlexW3123030647MaRDI QIDQ4576917
Peter Løchte Jørgensen, Nadine Gatzert
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2013.876927
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Cites Work
- The Pricing of Options and Corporate Liabilities
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
- On Bonus and Bonus Prognoses in Life Insurance
- PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY
- On accounting standards and fair valuation of life insurance and pension liabilities
- Arbitrage Theory in Continuous Time
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