Market Based Tools for Managing the Life Insurance Company
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Publication:5490580
DOI10.2143/AST.35.1.583167zbMATH Open1137.62384OpenAlexW4248204349MaRDI QIDQ5490580FDOQ5490580
Authors: Massimo de Felice, Franco Moriconi 
Publication date: 4 October 2006
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.35.1.583167
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Cites Work
- Two singular diffusion problems
- A theory of the term structure of interest rates
- Title not available (Why is that?)
- A theory of bonus life insurance
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
- Title not available (Why is that?)
Cited In (10)
- Participating life insurance policies: an accurate and efficient parallel software for COTS clusters
- Machine learning techniques in nested stochastic simulations for life insurance
- Multidimensional valuation of life insurance policies and fair value
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
- On parallel asset-liability management in life insurance: a forward risk-neutral approach
- Valuing the profit share in participating pure-endowment policies with return of premiums
- Two Paradigms for The Market Value of Liabilities
- Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
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