Development and Pricing of a New Participating Contract

DOI10.1080/10920277.2006.10597420zbMath1480.91185OpenAlexW3122198680MaRDI QIDQ5018744

François Quittard-Pinon, Olivier A. le Courtis, Carole Bernard

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597420

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Contract theory (moral hazard, adverse selection) (91B41)

Related Items (3)

NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD ⋮ On the regulator-insurer interaction in a structural model ⋮ Pricing and hedging defaultable participating contracts with regime switching and jump risk

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• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
• Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
• Interest rate models -- theory and practice

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