Market Based Tools for Managing the Life Insurance Company
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Publication:5490580
DOI10.2143/AST.35.1.583167zbMath1137.62384OpenAlexW4248204349MaRDI QIDQ5490580
Massimo de Felice, Franco Moriconi
Publication date: 4 October 2006
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.35.1.583167
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Related Items (5)
Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment ⋮ Participating life insurance policies: an accurate and efficient parallel software for COTS clusters ⋮ On parallel asset-liability management in life insurance: a forward risk-neutral approach ⋮ A general asset-liability management model for the efficient simulation of portfolios of life insurance policies ⋮ Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
Cites Work
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- A theory of bonus life insurance
- Two singular diffusion problems
- A Theory of the Term Structure of Interest Rates
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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