Pages that link to "Item:Q938030"
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The following pages link to Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030):
Displaying 33 items.
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- Risk comparison of different bonus distribution approaches in participating life insurance (Q634012) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Risk-neutral valuation of participating life insurance contracts (Q849584) (← links)
- Market value of life insurance contracts under stochastic interest rates and default risk (Q882875) (← links)
- Fair valuation of insurance contracts under Lévy process specifications (Q939383) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Fair valuation of path-dependent participating life insurance contracts. (Q1423344) (← links)
- Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
- Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company? (Q1697242) (← links)
- Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance (Q1707545) (← links)
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
- The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design (Q2015616) (← links)
- A lattice approach to evaluate participating policies in a stochastic interest rate framework (Q2222157) (← links)
- Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches (Q2276267) (← links)
- Surplus participation schemes for life annuities under Solvency II (Q2303990) (← links)
- Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
- Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032) (← links)
- Fractional Age Assumption Based on Cubic Polynomial Interpolation (Q3178522) (← links)
- On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (Q3569707) (← links)
- Long guarantees with short duration: the rolling annuity (Q4577187) (← 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)
- COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE (Q5067893) (← links)
- Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240) (← links)
- Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates (Q5718132) (← links)
- A Cautionary Note on Natural Hedging of Longevity Risk (Q5742664) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Long-term stability of a life insurer's balance sheet (Q6173887) (← links)
- Cross-subsidizing effects between existing and new policyholders in traditional life insurance (Q6173888) (← links)
- Evaluation of participating endowment life insurance policies in a stochastic environment (Q6593141) (← links)
