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The term structure of reserve durations and the duration of aggregate reserves

Tsai, Chenghsien - In: The journal of risk and insurance : the journal of the … 76 (2009) 2, pp. 419-441

Estimating the duration gap of a life insurer demands the knowledge on the durations of liabilities and assets. The literature analyzed the durations of assets extensively but rendered limited analyses on the durations of insurance liabilities. This article calculated the reserve durations for...

Persistent link: https://www.econbiz.de/10003868631

Pareto-optimal insurance policies in the models with a premium based on the actuarial value

Golubin, A. Y. - In: The journal of risk and insurance : the journal of the … 73 (2006) 3, pp. 469-487

Persistent link: https://www.econbiz.de/10003378470

The distributions of policy reserves considering the policy-year structures of surrender rates and expense ratios

Tsai, Chenghsien; Kuo, Weiyu; Chiang, Derek Mi-hsiu - In: The journal of risk and insurance : the journal of the … 76 (2009) 4, pp. 909-931

Persistent link: https://www.econbiz.de/10003916517

Understanding the death benefit switch option in universal life policies

Gatzert, Nadine; Schmitt-Hoermann, Gudrun - In: The journal of risk and insurance : the journal of the … 78 (2011) 4, pp. 823-852

Persistent link: https://www.econbiz.de/10009407887

Estimation of truncated data samples in operational risk modeling

Ergashev, Bakhodir; Pavlikov, Konstantin; Uryasev, Stan; … - In: The journal of risk and insurance : the journal of the … 83 (2016) 3, pp. 613-640

Persistent link: https://www.econbiz.de/10011561293

Martingale approach for moments of discounted aggregate claims

Jang, Ji-wook - In: The journal of risk and insurance : the journal of the … 71 (2004) 2, pp. 201-211

Persistent link: https://www.econbiz.de/10002086183

Risk transformations, deductibles, and policy limits

Powers, Michael R.; Tzeng, Larry Y. - In: The journal of risk and insurance : the journal of the … 68 (2001) 3, pp. 465-474

Persistent link: https://www.econbiz.de/10001648327

Annuity valuation with dependent mortality

Frees, Edward W. - In: The journal of risk and insurance : the journal of the … 63 (1996) 2, pp. 229-261

Persistent link: https://www.econbiz.de/10001204779

Insurance rate changing : a fuzzy logic approach

Young, Virginia R. - In: The journal of risk and insurance : the journal of the … 63 (1996) 3, pp. 461-484

Persistent link: https://www.econbiz.de/10001205912

Forbearance and pricing deposit insurance in a multiperiod framework

Duan, Jin-Chuan - In: The journal of risk and insurance : the journal of the … 61 (1994) 4, pp. 575-591

Persistent link: https://www.econbiz.de/10001177803