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~subject:"Life insurance"
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Search: subject:"Unit-linked life insurance"
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Life insurance
Lebensversicherung
9
Theorie
8
Theory
6
Unit-linked life insurance contracts
6
Unit-linked life insurance
5
Local risk-minimization
4
Partial information
4
unit-linked life insurance
4
Föllmer-Schweizer decomposition
3
Hedging
3
Minimal martingale measure
3
Risk-minimization
3
Sterblichkeit
3
Stochastischer Prozess
3
unit-linked life insurance contracts
3
Actuarial mathematics
2
Benchmark approach
2
CAPM
2
Filtering
2
Galtchouk-Kunita-Watanabe decomposition
2
Markovian jump-diffusion models
2
Markovian models
2
Mortality
2
Portfolio selection
2
Portfolio-Management
2
Risikomodell
2
Risk
2
Risk model
2
Stochastic process
2
Versicherungsmathematik
2
fair contract analysis
2
limited rationality
2
mortality model risk
2
price bounds
2
stochastic control
2
surrender guarantee
2
Benchmarking
1
Bewertung
1
Enlargement of filtration
1
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Ceci, Claudia
3
Colaneri, Katia
3
Cretarola, Alessandra
3
Huber, Carin
2
Schmeiser, Hato
2
Biagini, Francesca
1
Botero, Camila
1
Gatzert, Nadine
1
Orozco-Garcia, Carolina
1
Schlager, Tobias
1
Schreiber, Irene
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Insurance / Mathematics & economics
4
Journal of financial services marketing : JFSM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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ECONIS (ZBW)
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1
Testing the risk as feeling and risk as analysis perspective for insurance : the antecedents of purchasing
unit-linked
life
insurance
products
Huber, Carin
;
Schlager, Tobias
- In:
Journal of financial services marketing : JFSM
23
(
2018
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10011888490
Saved in:
2
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
3
Unit-linked
life
insurance
policies : optimal hedging in partially observable market models
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 149-163
Persistent link: https://www.econbiz.de/10011774803
Saved in:
4
Hedging of
unit-linked
life
insurance
contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
Saved in:
5
How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions?
Orozco-Garcia, Carolina
;
Schmeiser, Hato
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 77-93
Persistent link: https://www.econbiz.de/10011422877
Saved in:
6
A benchmark approach to risk-minimization under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 129-146
Persistent link: https://www.econbiz.de/10010366196
Saved in:
7
On the valuation of investment guarantees in
unit-linked
life
insurance
: a customer perspective
Gatzert, Nadine
;
Huber, Carin
;
Schmeiser, Hato
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009158194
Saved in:
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