Fair valuation of path-dependent participating life insurance contracts.
type: Item
instance of: scholarly article
title: Fair valuation of path-dependent participating life insurance contracts.
zbMATH Open document ID: 1103.91373
author: Antti Juho Tanskanen
author: J. Lukkarinen
published in: Insurance Mathematics \& Economics
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2041761
zbMATH Keywords: Life insurance
zbMATH Keywords: Fair valuation
zbMATH Keywords: Participating contracts
zbMATH Keywords: Embedded options
zbMATH Keywords: Bonus policy
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2003.08.003
OpenAlex ID: W2111674672
cites work: Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
cites work: The pricing of options and corporate liabilities
cites work: Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
cites work: Q4368791
cites work: Q4350437
DOI: 10.1016/J.INSMATHECO.2003.08.003
description: scientific article; zbMATH DE number 2041761