Pages that link to "Item:Q4661641"

The following pages link to Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (Q4661641):

Displaying 49 items.

• Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
• Valuing the profit share in participating pure-endowment policies with return of premiums (Q487583) (← links)
• Risk comparison of different bonus distribution approaches in participating life insurance (Q634012) (← links)
• A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843) (← links)
• Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
• Optimal design of profit sharing rates by FFT (Q659254) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
• Risk-neutral valuation of participating life insurance contracts (Q849584) (← links)
• The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements (Q860507) (← links)
• The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468) (← links)
• Market value of life insurance contracts under stochastic interest rates and default risk (Q882875) (← links)
• On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
• Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
• Fair valuation of insurance contracts under Lévy process specifications (Q939383) (← links)
• A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
• Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement (Q998303) (← links)
• Knightian uncertainty and insurance regulation decision (Q1022427) (← links)
• Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
• Fair valuation of path-dependent participating life insurance contracts. (Q1423344) (← links)
• The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design (Q2015616) (← links)
• Pension saving schemes with return smoothing mechanism (Q2015634) (← links)
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626) (← links)
• A lattice approach to evaluate participating policies in a stochastic interest rate framework (Q2222157) (← links)
• A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
• Quantile hedging for equity-linked contracts (Q2276232) (← links)
• A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008) (← links)
• A performance analysis of participating life insurance contracts (Q2444717) (← links)
• Asset and liability modelling for participating policies with guarantees (Q2462133) (← links)
• An efficient frontier for participating policies in a continuous-time economy (Q2485532) (← links)
• A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775) (← links)
• Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782) (← links)
• Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
• EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
• Pricing and capital requirements for with profit contracts: modelling considerations (Q3650962) (← links)
• VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
• ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
• Development and Pricing of a New Participating Contract (Q5018744) (← links)
• COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE (Q5067893) (← links)
• Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140) (← links)
• Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141) (← links)
• PRICING PARTICIPATING POLICIES WITH RATE GUARANTEES (Q5483503) (← links)
• Market Based Tools for Managing the Life Insurance Company (Q5490580) (← links)
• Fair Valuation of Various Participation Schemes in Life Insurance (Q5490591) (← links)
• Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (Q5715916) (← links)
• Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy (Q5865322) (← links)
• Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)