Pages that link to "Item:Q1974042"

The following pages link to Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042):

Displaying 50 items.

• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• Surrender contagion in life insurance (Q2103054) (← links)
• Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
• An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← 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)
• On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes (Q2260948) (← links)
• Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches (Q2276267) (← links)
• Policy characteristics and stakeholder returns in participating life insurance: which contracts can lead to a win-win? (Q2323650) (← links)
• Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees (Q2356233) (← links)
• The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
• Accounting and actuarial smoothing of retirement payouts in participating life annuities (Q2374120) (← links)
• Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
• Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective (Q2427808) (← links)
• A performance analysis of participating life insurance contracts (Q2444717) (← links)
• Asset and liability modelling for participating policies with guarantees (Q2462133) (← links)
• The valuation of unit-linked policies with or without surrender options (Q2483949) (← links)
• The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526) (← links)
• An efficient frontier for participating policies in a continuous-time economy (Q2485532) (← links)
• Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
• Dynamic hybrid products in life insurance: assessing the policyholders' viewpoint (Q2514609) (← links)
• A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775) (← links)
• Endogenous model of surrender conditions in equity-linked life insurance (Q2581780) (← links)
• Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782) (← links)
• Interest guarantees and model risk in life insurance (Q2655598) (← links)
• Managing reputational risk in the decumulation phase of a pension fund (Q2685513) (← links)
• The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees (Q2879031) (← links)
• Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032) (← links)
• Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
• Investing for retirement through a with-profits pension scheme: a client's perspective (Q3077748) (← links)
• Lapse rate modeling: a rational expectation approach (Q3077750) (← links)
• Pricing and capital requirements for with profit contracts: modelling considerations (Q3650962) (← links)
• On pricing and reserving with-profits life insurance contracts (Q4551193) (← links)
• Reserves and cash flows under stochastic retirement (Q4575382) (← links)
• On risk charges and shadow account options in pension funds (Q4576917) (← links)
• Long guarantees with short duration: the rolling annuity (Q4577187) (← links)
• Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
• VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO (Q4629470) (← links)
• Optimal Portfolio Choice in Retirement With Participating Life Annuities (Q4987099) (← 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)
• APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES (Q5019041) (← links)
• ESTIMATION OF FUTURE DISCRETIONARY BENEFITS IN TRADITIONAL LIFE INSURANCE (Q5045340) (← 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)
• Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
• Standard approaches to asset & liability risk** (Q5430556) (← links)
• On accounting standards and fair valuation of life insurance and pension liabilities (Q5467666) (← links)
• Guaranteed Investment Contracts: Distributed and Undistributed Excess Return (Q5467676) (← links)