Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
From MaRDI portal
Publication:998303
DOI10.1016/j.insmatheco.2007.09.001zbMath1152.91580OpenAlexW1972707734MaRDI QIDQ998303
Publication date: 28 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.09.001
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Related Items (10)
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk ⋮ Accounting and actuarial smoothing of retirement payouts in participating life annuities ⋮ Valuation and risk assessment of participating life insurance in the presence of credit risk ⋮ Nonparametric Estimation of Net Premium Functionals for Different Statuses in Collective Life Insurance ⋮ Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective ⋮ Risk comparison of different bonus distribution approaches in participating life insurance ⋮ Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance ⋮ A performance analysis of participating life insurance contracts ⋮ On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes ⋮ Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches
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