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Adverse selection in insurance

Dionne, Georges; Fombaron, Nathalie; Mimra, Wanda - 2023

Persistent link: https://www.econbiz.de/10014437445

Adverse selection in insurance

Dionne, Georges; Fombaron, Nathalie; Mimra, Wanda - 2023

Persistent link: https://www.econbiz.de/10014443094

Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts

Hombert, Johan; Möhlmann, Axel; Weiß, Matthias - 2021

decline. While participating contracts embedding these guarantees are designed to share market risk across investor cohorts … on participating contracts in Germany, we find that binding guarantees reduced inter-cohort transfer by 10 basis points …

Persistent link: https://www.econbiz.de/10012501320

Inter-cohort risk sharing with long-term guarantees : evidence from German participating contracts

Hombert, Johan; Möhlmann, Axel; Weiß, Matthias - 2021

Persistent link: https://www.econbiz.de/10012497374

Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios

Hieber, Peter; Natolski, Jan; Werner, Ralf - In: Scandinavian actuarial journal 2019 (2019) 6, pp. 478-507

Persistent link: https://www.econbiz.de/10012194965

Adverse Selection in Insurance Contracting

Dionne, Georges; Fombaron, Nathalie; Doherty, Neil - Centre Interuniversitaire sur le Risque, les Politiques … - 2012

fides and participating contracts. …

Persistent link: https://www.econbiz.de/10010567050

Pricing and capital requirements for with profit contracts: modelling considerations

Ballotta, Laura - In: Quantitative Finance 9 (2009) 7, pp. 803-817

The aim of this paper is to provide an assessment of alternative frameworks for the fair valuation of life insurance contracts with a predominant financial component, in terms of impact on the market consistent price of the contracts, the embedded options, and the capital requirements for the...

Persistent link: https://www.econbiz.de/10008466736