Risk comparison of different bonus distribution approaches in participating life insurance
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Publication:634012
DOI10.1016/J.INSMATHECO.2011.04.006zbMATH Open1218.91099OpenAlexW2051220802MaRDI QIDQ634012FDOQ634012
Authors: Alexandra Zemp 
Publication date: 2 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://www.alexandria.unisg.ch/72022/1/Risk%20Comparison%20of%20Different%20Bonus%20Distribution%20Approaches%20in%20Participating%20Life%20Insurance.pdf
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
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- 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
- Differential evolution. A practical approach to global optimization. With CD-ROM.
- Fair valuation of participating policies with surrender options and regime switching
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
- Minimum Rate of Return Guarantees: The Danish Case
- Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
- Risk measure and fair valuation of an investment guarantee in life insurance
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- Fair valuation of path-dependent participating life insurance contracts.
- The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
- Valuation and hedging of participating life-insurance policies under management discretion
- On pricing and reserving with-profits life insurance contracts
- Risk-neutral valuation of participating life insurance contracts
- The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
- Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
Cited In (6)
- Title not available (Why is that?)
- 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
- Pension saving schemes with return smoothing mechanism
- COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE
- The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design
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