Risk comparison of different bonus distribution approaches in participating life insurance
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Recommendations
- Risk-neutral valuation of participating life insurance contracts
- Participating payout life annuities: lessons from Germany
- Fair valuation of path-dependent participating life insurance contracts.
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
Cites work
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
- A Lévy process-based framework for the fair valuation of participating life insurance contracts
- Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Differential evolution. A practical approach to global optimization. With CD-ROM.
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
- Fair valuation of participating policies with surrender options and regime switching
- Fair valuation of path-dependent participating life insurance contracts.
- Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
- Minimum Rate of Return Guarantees: The Danish Case
- On pricing and reserving with-profits life insurance contracts
- Risk measure and fair valuation of an investment guarantee 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
- The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
- The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
- Valuation and hedging of participating life-insurance policies under management discretion
Cited in
(7)- The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design
- Pension saving schemes with return smoothing mechanism
- Accounting and actuarial smoothing of retirement payouts in participating life annuities
- Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective
- COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE
- scientific article; zbMATH DE number 5252498 (Why is no real title available?)
- From intertemporal smoothing to intergenerational risk sharing: the effects of different return smoothing mechanisms in life insurance
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