On the regulator-insurer interaction in a structural model

DOI10.1016/J.CAM.2008.04.026MaRDI QIDQ732093zbMATH OpenOpenAlexFDO

Authors Carole Bernard, An Chen

Publication date 9 October 2009

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2008.04.026

zbMATH Keywords

default risklife insurance policiesregulatory rule

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• scientific article; zbMATH DE number 2243117 (Why is no real title available?)
• A Lévy process-based framework for the fair valuation of participating life insurance contracts
• Bank capital regulation with random audits.
• Default risk, bankruptcy procedures and the market value of life insurance liabilities
• Development and pricing of a new participating contract
• Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
• Market value of life insurance contracts under stochastic interest rates and default risk
• On a generalization of the arc-sine law
• On accounting standards and fair valuation of life insurance and pension liabilities
• The design of equity-indexed annuities

Cited in

(8)

• Insurance Planning Models
• Capital, aggregate risk, insurance prices and regulation
• The Liability Regime of Insurance Pools and Its Impact on Pricing
• Statutory regulation of casualty insurance companies: An example from Norway with stochastic programming analysis
• Regulatory measures for distressed insurance undertakings: a comparative study
• Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process
• Knightian uncertainty and insurance regulation decision
• Fair valuation of equity-linked policies under insurer default risk

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