Valuing the profit share in participating pure-endowment policies with return of premiums
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Publication:487583
DOI10.1007/S13385-013-0082-8zbMATH Open1304.91131OpenAlexW1975810002MaRDI QIDQ487583FDOQ487583
Onofre Alves Simões, Ana Rita Ramos
Publication date: 22 January 2015
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-013-0082-8
Recommendations
- Market Based Tools for Managing the Life Insurance Company
- Valuation of Participating Life Insurance Liabilities
- On pricing and reserving with-profits life insurance contracts
- Surplus participation schemes for life annuities under Solvency II
- Measuring profitability of life insurance products under Solvency II
Cites Work
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
- Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- Fair valuation of path-dependent participating life insurance contracts.
- Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin
- ON SURRENDER AND DEFAULT RISKS
- The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
- Market value of life insurance contracts under stochastic interest rates and default risk
- Fair valuation of insurance contracts under Lévy process specifications
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