Intervention options in life insurance
From MaRDI portal
Publication:1394965
DOI10.1016/S0167-6687(02)00127-0zbMath1013.62103WikidataQ113184648 ScholiaQ113184648MaRDI QIDQ1394965
Publication date: 25 June 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
quasi-variational inequalitiessurrender optionsfree policy optionsmarket values of payment processes
Related Items (14)
Cash flows and policyholder behaviour in the semi-Markov life insurance setup ⋮ Reserve-dependent surrender rates ⋮ A joint valuation of premium payment and surrender options in participating life insurance contracts ⋮ The conversion option in life insurance ⋮ Regression-based algorithms for life insurance contracts with surrender guarantees ⋮ Markov chain modeling of policyholder behavior in life insurance and pension ⋮ Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option ⋮ Lapse rate modeling: a rational expectation approach ⋮ Valuation of guaranteed unitized participating life insurance under MEGB2 distribution ⋮ Dependent interest and transition rates in life insurance ⋮ On accounting standards and fair valuation of life insurance and pension liabilities ⋮ Endogenous model of surrender conditions in equity-linked life insurance ⋮ Performance measurement of pension strategies: a case study of Danish life cycle products ⋮ Performance measurement of pension strategies: a case study of Danish life-cycle products
Cites Work
- Unnamed Item
- Unnamed Item
- Variational inequalities and the pricing of American options
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
- An Actuarial Analysis of Participating Life Insurance
- Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
- Markov Chain Models in Life Insurance
- Game options
- A no arbitrage approach to Thiele's differential equation
This page was built for publication: Intervention options in life insurance
