On the Interaction between Transfer Restrictions and Crediting Strategies in Guaranteed Funds

DOI10.1080/10920277.2017.1298449zbMath1414.91239OpenAlexW1712470296MaRDI QIDQ5379230

Eric R. Ulm

Publication date: 28 May 2019

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

Full work available at URL: https://scholarworks.gsu.edu/cgi/viewcontent.cgi?article=1001&context=rmi_facpub

zbMATH Keywords

multiperiod gamecrediting ratesguaranteed fundsinterest rate insurance

Mathematics Subject Classification ID

Multistage and repeated games (91A20)

Related Items (1)

Policyholder Exercise Behavior in Life Insurance: The State of Affairs

Cites Work

• Stochastic cooperative games in insurance
• Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory
• Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits
• ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
• Unnamed Item

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