Pricing life insurance products based on the objective of maximizing benefit

MaRDI QIDQ5456429zbMATH OpenFDO

Authors Hong Mao, Shoucheng Luo

Publication date 4 April 2008

zbMATH Keywords

expected utilityexpected net present valuepricing of life insurance

Mathematics Subject Classification ID

Recommendations

• Optimal life insurance pricing with default risks
• Valuation of life insurance products under stochastic interest rates
• Pricing and solvency of value-maximizing life annuity providers
• Die Bestimmung individueller Lebensversicherungsangebote als nicht-lineares Optimierungsproblem
• scientific article; zbMATH DE number 1865403

Cited in

(3)

• Principle of equivalent utility and universal variable life insurance pricing
• Pricing and solvency of value-maximizing life annuity providers
• Optimal life insurance pricing with default risks

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