Reserve-dependent Management Actions in life insurance

DOI10.1080/03461238.2022.2061868OpenAlexW4226341530MaRDI QIDQ5878639

Debbie Kusch Falden, Anna Kamille Nyegaard

Publication date: 21 February 2023

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2022.2061868

zbMATH Keywords

prospective reservesbonuswith-profit life insurancemanagement actions

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Actuarial mathematics (91G05)

Cites Work

• Nonlinear reserving in life insurance: aggregation and mean-field approximation
• A theory of bonus life insurance
• Reserve-dependent benefits and costs in life and health insurance contracts
• Surplus-linked life insurance
• Pricing American Options: A Duality Approach
• Reserves in Life and Pension Insurance
• Monte Carlo valuation of American options
• Retrospective reserves and bonus
• COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE
• Risk and Insurance
• A no arbitrage approach to Thiele's differential equation

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