Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles

DOI10.1080/10920277.2016.1192476zbMath1414.91222OpenAlexW2476539576MaRDI QIDQ5379203

Eduardo Fraga L. de Melo, César Neves

Publication date: 28 May 2019

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

Full work available at URL: https://doi.org/10.1080/10920277.2016.1192476

zbMATH Keywords

optimal policyholder behaviorannuity planssolvency principles

Mathematics Subject Classification ID

Cites Work

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• The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
• Reserve-dependent benefits and costs in life and health insurance contracts
• The retrospective premium reserve
• On Bonus and Bonus Prognoses in Life Insurance
• Modeling Surrender and Lapse Rates With Economic Variables
• Lapse rate modeling: a rational expectation approach
• The fair value of guaranteed annuity options
• Reserves in Life and Pension Insurance
• Guaranteed Annuity Options
• Mathematische Methoden der Personenversicherung
• Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables

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