On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk
Year of publication: |
2021
|
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Authors: | Bacinello, Anna Rita ; Chen, An ; Sehner, Thorsten ; Millossovich, Pietro |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 9.2021, 1, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | fair contract analysis | heterogeneous policyholders | longevity risk | market-consistent valuation | participating life insurance |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/risks9010020 [DOI] 1746695536 [GVK] hdl:10419/258110 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies |
Source: |
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Bacinello, Anna Rita, (2021)
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Li, Jing, (2010)
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The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees
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Bacinello, Anna Rita, (2021)
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