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Search: subject:"unit-linked life insurance"
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Lebensversicherung
9
Theorie
8
Life insurance
7
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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Undetermined
8
Free
6
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Article
13
Book / Working Paper
6
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Article in journal
8
Aufsatz in Zeitschrift
8
Working Paper
2
Thesis
1
Language
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English
13
Undetermined
5
Czech
1
Author
All
Ceci, Claudia
5
Colaneri, Katia
5
Cretarola, Alessandra
5
Li, Jing
5
Szimayer, Alexander
5
Huber, Carin
2
Schmeiser, Hato
2
Anzilli, Luca
1
Biagini, Francesca
1
Botero, Camila
1
Budinský, Petr
1
Cesare, Luigi De
1
Gatzert, Nadine
1
Møller, Thomas
1
Orozco-Garcia, Carolina
1
Pansera, Jérôme
1
Riesner, Martin
1
Schlager, Tobias
1
Schreiber, Irene
1
Šindelář, Jiří
1
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University of Bonn, Germany
2
Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
1
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Bonn Econ Discussion Papers
4
Insurance / Mathematics & economics
4
Insurance: Mathematics and Economics
4
Finance and Stochastics
1
Journal of financial services marketing : JFSM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Politická ekonomie : teorie, modelování, aplikace
1
Quaderni DSEMS
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)
8
RePEc
8
EconStor
2
BASE
1
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1
Agent-zákazník problém v distribuci finančních produktů
Šindelář, Jiří
;
Budinský, Petr
- In:
Politická ekonomie : teorie, modelování, aplikace
66
(
2018
)
4
,
pp. 491-507
Persistent link: https://www.econbiz.de/10011933866
Saved in:
2
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:
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
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:
5
The effect of policyholders' rationality on
unit-linked
life
insurance
contracts with surrender guarantees
Li, Jing
;
Szimayer, Alexander
-
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/10010293371
Saved in:
6
The Uncertain Mortality Intensity Framework: Pricing and Hedging
Unit-Linked
Life
Insurance
Contracts
Li, Jing
;
Szimayer, Alexander
-
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/10010270425
Saved in:
7
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:
8
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:
9
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:
10
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:
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