Search Results - subject:"best estimate"

Artzner, Philippe; Eisele, Karl-Theodor; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 739-773

Persistent link: https://www.econbiz.de/10014565272

An alternative approach to manage mortality catastrophe risks under Solvency II

Lledó, Josep; Pavia, José Manuel; Sánchez Salas, Jorge - In: Risk management : an international journal 25 (2023) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10014326604

It takes two : why mortality trend modeling is more than modeling one mortality trend

Börger, Matthias; Ruß, Jochen; Schupp, Johannes - In: Insurance / Mathematics & economics 99 (2021), pp. 222-232

Persistent link: https://www.econbiz.de/10012649228

Utility-consistent valuation schemes for the own risk and solvency assessment of life insurance companies

Le Courtois, Olivier; Majri, Mohamed; Shen, Li - In: Asia-Pacific journal of risk and insurance : APJRI 15 (2021) 1, pp. 47-79

Persistent link: https://www.econbiz.de/10012437794

Alternative capital requirement for insurers : possibilities and issues

Zariņa, Ilze; Voronova, Irina; Pettere, Gaida - In: International journal of economics and business … 21 (2021) 1, pp. 41-61

Persistent link: https://www.econbiz.de/10012508726

Best-estimates in bond markets with reinvestment risk

MacKay, Anne; Wüthrich, Mario V. - In: Risks 3 (2015) 3, pp. 250-276

The concept of best-estimate, prescribed by regulators to value insurance liabilities for accounting and solvency … claim on the space of replicable payoffs. In this paper, we apply this concept of best-estimate to long-maturity claims in a …-hedgeable parts. We assume that a limited number of short-maturity bonds are traded, and derive the best-estimate price of bonds with …

Persistent link: https://www.econbiz.de/10011709526

Best-estimates in bond markets with reinvestment risk

MacKay, Anne; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 3, pp. 250-276

Persistent link: https://www.econbiz.de/10011300314

Fair valuation of insurance liability cash-flow streams in continuous time : theory

Delong, Łukasz; Dhaene, Jan; Barigou, Karim - In: Insurance / Mathematics & economics 88 (2019), pp. 196-208

Persistent link: https://www.econbiz.de/10012105568

Fair valuation of insurance liability cash-flow streams in continuous time : applications

Delong, Łukasz; Dhaene, Jan; Barigou, Karim - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 299-333

Persistent link: https://www.econbiz.de/10012056592

Intensity-based framework for surrender modeling in life insurance

Russo, Vincenzo; Giacometti, Rosella; Fabozzi, Frank J. - In: Insurance / Mathematics & economics 72 (2017), pp. 189-196

Persistent link: https://www.econbiz.de/10011694432