Pages that link to "Item:Q5467676"
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The following pages link to Guaranteed Investment Contracts: Distributed and Undistributed Excess Return (Q5467676):
Displaying 40 items.
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- 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)
- Risk comparison of different bonus distribution approaches in participating life insurance (Q634012) (← 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)
- A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (Q825289) (← 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 interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies (Q865621) (← 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)
- Valuation of life insurance surrender and exchange options (Q931172) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← 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)
- Valuation and hedging of participating life-insurance policies under management discretion (Q1003820) (← links)
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- Intervention options in life insurance (Q1394965) (← links)
- Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← 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)
- Measuring profitability of life insurance products under Solvency II (Q2066774) (← links)
- Multi-year analysis of solvency capital in life insurance (Q2066780) (← links)
- A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← 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)
- A two-account model of pension saving contracts (Q3077735) (← links)
- Surplus-linked life insurance (Q3440843) (← links)
- Principle of equivalent utility and universal variable life insurance pricing (Q3440855) (← links)
- Minimum Rate of Return Guarantees: The Danish Case (Q4455899) (← links)
- ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
- Development and Pricing of a New Participating Contract (Q5018744) (← links)
- Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140) (← links)
- PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY (Q5398348) (← links)
- On accounting standards and fair valuation of life insurance and pension liabilities (Q5467666) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)