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Search: subject:"Unit-linked life insurance"
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Lebensversicherung
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Theorie
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Unit-linked life insurance contracts
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Unit-linked life insurance
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unit-linked life insurance
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Föllmer-Schweizer decomposition
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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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surrender guarantee
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Ceci, Claudia
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Colaneri, Katia
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Huber, Carin
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Botero, Camila
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Gatzert, Nadine
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Insurance / Mathematics & economics
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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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
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:
3
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:
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
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:
6
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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