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A comparison of neural network, statistical methods, and variable choice for life insurers' financial distress prediction
Brockett, Patrick L.; Golden, Linda L.; Jang, Jaeho; … - In: The journal of risk and insurance : the journal of the … 73 (2006) 3, pp. 397-419
Persistent link: https://www.econbiz.de/10003378459
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Stochastic mortality, macroeconomic risks and life insurer solvency
Hanewald, Katja; Post, Thomas; Gründl, Helmut - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 3, pp. 458-475
Persistent link: https://www.econbiz.de/10009316249
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Applying economic measures to lapse risk management with machine learning approaches
Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 839-871
Persistent link: https://www.econbiz.de/10012656733
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Age-specific adjustment of graduated mortality
Salhi, Yahia; Thérond, Pierre-E. - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 543-569
Persistent link: https://www.econbiz.de/10011875664
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Measuring risk-based premium and capital requirement for insurers
Chang, Chuang-chang; Dong, Meng-yun; Yu, Min-Teh - In: Advances in financial planning and forecasting 8 (1998), pp. 63-78
Persistent link: https://www.econbiz.de/10001406382
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Rights of creditors in life insurance policies
Schwarzschild, Stuart - 1963
Persistent link: https://www.econbiz.de/10001791733
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Stochastic mortality, macroeconomic risks, and life insurer solvency
Hanewald, Katja; Post, Thomas; Gründl, Helmut - 2009
stochastic process. Our results show that insolvency probabilities are significantly higher when the reaction of mortality rates …
Persistent link: https://www.econbiz.de/10003814526
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Die Ruinwahrscheinlichkeit im Asset-Liability-Management von Lebensversicherern
Rathmann, Daniel - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003868206
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Default risk, bankruptcy procedures and the market value of life insurance liabilities
Chen, An (contributor); Suchanecki, Michael (contributor) - 2006
The topic of insolvency risk in connection with life insurance companies has recently attracted a great deal of …
Persistent link: https://www.econbiz.de/10003314726
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Risk management of life insurance contracts with interest rate and return guarantees and an analysis of chapter 11 bankruptcy procedure
Chen, An (contributor) - 2007
Persistent link: https://www.econbiz.de/10003529958