Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance liabilities as closely as possible. We minimize the L1 error...

Dynamic hybrid products emerged in 2007 and are now well established in the German life insurance market. In this article, we study interaction effects between dynamic hybrid products and traditional deferred annuity contracts, that are sold by the same insurance company. The key question we...

Chapter 1: Introduction -- Chapter 2: Evolution and Regulatory Framework of Life Insurance Companies in India: A Conceptual Review -- Chapter 3: Premium Mobilization and Investment Portfolio by the LICI and Select Private Life Insurance Companies: An Analytical Study -- Chapter 4: An Empirical...