Measuring profitability of life insurance products under Solvency II
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Publication:2066774
DOI10.1007/s13385-021-00268-zzbMath1482.91188OpenAlexW3135517475MaRDI QIDQ2066774
Karen Tanja Rödel, Stefan Graf, Alexander Kling, Andreas Reuß
Publication date: 14 January 2022
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-021-00268-z
Cites Work
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- Risk measure and fair valuation of an investment guarantee in life insurance
- LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS
- FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II
- Pricing Interest-Rate-Derivative Securities
- PRICING AND SOLVENCY OF VALUE-MAXIMIZING LIFE ANNUITY PROVIDERS
- Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
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