An analysis of transaction costs in participating life insurance under mean-variance preferences
Year of publication: |
2019
|
---|---|
Authors: | Gatzert, Nadine |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 85.2019, p. 185-197
|
Subject: | Participating life insurance | Surplus participation | Transaction costs | Low interest rate environment | Mean-variance preferences | Risikomodell | Risk model | Transaktionskosten | Lebensversicherung | Life insurance | Theorie | Theory |
-
Dynamic hybrid products in life insurance : assessing the policyholders' viewpoint
Bohnert, Alexander, (2014)
-
A two-account life insurance model for scenario-based valuation including event risk
Jensen, Ninna Reitzel, (2015)
-
Reuß, Andreas, (2016)
- More ...
-
Renewable energy investments with storage : a risk-return analysis
Krömer, Sarah, (2018)
-
Gatzert, Nadine, (2019)
-
What Do We Know About Annuitization Decisions?
Alexandrova, Maria, (2019)
- More ...