Pages that link to "Item:Q882875"

The following pages link to Market value of life insurance contracts under stochastic interest rates and default risk (Q882875):

Displaying 37 items.

• Valuing the profit share in participating pure-endowment policies with return of premiums (Q487583) (← links)
• Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
• Optimal design of profit sharing rates by FFT (Q659254) (← links)
• On the regulator-insurer interaction in a structural model (Q732093) (← links)
• Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
• Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
• Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
• Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
• Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030) (← links)
• Fair valuation of insurance contracts under Lévy process specifications (Q939383) (← links)
• Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500) (← links)
• Knightian uncertainty and insurance regulation decision (Q1022427) (← links)
• Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← 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)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• Policy characteristics and stakeholder returns in participating life insurance: which contracts can lead to a win-win? (Q2323650) (← links)
• Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
• Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
• NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD (Q4595299) (← links)
• ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
• Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
• Development and Pricing of a New Participating Contract (Q5018744) (← links)
• The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance (Q5168708) (← links)
• Fair Valuation of Equity-Linked Policies under Insurer Default Risk (Q5168713) (← links)
• Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
• Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← 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)
• Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
• Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (Q6550182) (← links)
• On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
• Evaluation of participating endowment life insurance policies in a stochastic environment (Q6593141) (← links)