Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty
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Publication:5379141
DOI10.1080/10920277.2014.1001911zbMath1414.91204OpenAlexW2001180031MaRDI QIDQ5379141
Yang-Che Wu, Shih-Chieh Chang, Yawen Hwang
Publication date: 28 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2014.1001911
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Cites Work
- A risk-based model for the valuation of pension insurance
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- A Lévy process-based framework for the fair valuation of participating life insurance contracts
- Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
- PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance
- An equilibrium characterization of the term structure
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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