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Solvency measurement of life annuity products
Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10013189960
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Interest rate risk of life insurers : evidence from accounting data
Möhlmann, Axel - 2017
Life insurers are exposed to interest rate risk, and their liability side is typically more sensitive to interest rate changes than their asset side. This paper develops an accounting-based measure of interest rate sensitivity. My approach uses the coexistence of historical cost and market value...
Persistent link: https://www.econbiz.de/10011648952
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Adjusted money's worth ratios in life annuities
Casassus, Jaime; Walker Hitschfeld, Eduardo - 2013
Persistent link: https://www.econbiz.de/10009765774
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Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen - 1994
Persistent link: https://www.econbiz.de/10000897651
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Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng; He, Ting; Zhang, Chi - In: Economic modelling 28 (2011) 1/2, pp. 147-156
Persistent link: https://www.econbiz.de/10009270040
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Single and periodic premiums for guaranteed equity-linked life insurance under interest-rate risk : the "lognormal + Vasicek" case
Bacinello, Anna Rita - In: Financial modelling : recent research ; [selection of …, (pp. 1-25). 1994
Persistent link: https://www.econbiz.de/10001285736
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Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
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Exotic unit-linked life insurance contracts
Ekern, Steinar - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 35-63
Persistent link: https://www.econbiz.de/10001334892