COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE
From MaRDI portal
Publication:5067893
DOI10.1017/asb.2021.32zbMath1484.91364arXiv2007.04051OpenAlexW4205891761MaRDI QIDQ5067893
Jamaal Ahmad, Kristian Buchardt, Christian Furrer
Publication date: 4 April 2022
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.04051
market consistent valuationparticipating life insuranceeconomic scenariosportfolio-wide meanswith-profit life insurance
Related Items (1)
Cites Work
- Unnamed Item
- Markov chain modeling of policyholder behavior in life insurance and pension
- Stochastic models in life insurance. Translation from the 2nd German edition.
- Nonlinear reserving and multiple contract modifications in life insurance
- Risk-neutral valuation of participating life insurance contracts
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
- Multistate models in health insurance
- A theory of bonus life insurance
- The impact of longevity and investment risk on a portfolio of life insurance liabilities
- Scenario-based life insurance prognoses in a multi-state Markov model
- On Bonus and Bonus Prognoses in Life Insurance
- Surplus-linked life insurance
- Reserves in Life and Pension Insurance
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- A time‐continuous markov chain interest model with applications to insurance
- Retrospective reserves and bonus
This page was built for publication: COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE
