Pricing life insurance products based on the objective of maximizing benefit

zbMATH Open1174.91500MaRDI QIDQ5456429FDOQ5456429

Authors: Hong Mao, Shoucheng Luo 

Publication date: 4 April 2008

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

zbMATH Keywords

expected utilityexpected net present valuepricing of life insurance

Mathematics Subject Classification ID

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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