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~institution:"University of Bonn, Germany"
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Search: subject:"Unit-linked life insurance"
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unit-linked life insurance contracts
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fair contract analysis
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limited rationality
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mortality model risk
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price bounds
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stochastic control
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surrender guarantee
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English
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Li, Jing
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Szimayer, Alexander
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University of Bonn, Germany
Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
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Bonn Econ Discussion Papers
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Bilateral Trade, Openness and Asset Holdings
Li, Jing
;
Szimayer, Alexander
-
University of Bonn, Germany
-
2010
We study the valuation of
unit-linked
life
insurance
contracts with surrender guarantees. Instead of solving an optimal …
Persistent link: https://www.econbiz.de/10008764096
Saved in:
2
The Uncertain Mortality Intensity Framework: Pricing and Hedging
Unit-Linked
Life
Insurance
Contracts
Li, Jing
;
Szimayer, Alexander
-
University of Bonn, Germany
-
2010
We study the valuation and hedging of
unit-linked
life
insurance
contracts in a setting where mortality intensity is … setting we derive upper and lower price bounds for
unit-linked
life
insurance
contracts using stochastic control techniques …
Persistent link: https://www.econbiz.de/10008455622
Saved in:
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