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Fractional inhomogeneous multi-state models in life insurance
Bladt, Martin - In: Scandinavian actuarial journal 2022 (2022) 6, pp. 510-531
Persistent link: https://www.econbiz.de/10013370718
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Life insurance convexity
Grochola, Nicolaus; Gründl, Helmut; Kubitza, Christian - 2023
Life insurers sell savings contracts with surrender options, which allow policyholders to prematurely receive guaranteed surrender values. These surrender options move toward the money when interest rates rise. Hence, higher interest rates raise surrender rates, as we document empirically by...
Persistent link: https://www.econbiz.de/10014343109
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Striking the balance : life insurance timing and asset allocation in financial planning
Chen, An; Ferrari, Giorgio; Zhu, Shihao - 2023
with a controlled bequest amount, Applying duality theory and addressing free-boundary problems, we analytically solve both …
Persistent link: https://www.econbiz.de/10014438021
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Regulatory capital and asset risk transfer
Kim, Kyeonghee; Leverty, J. Tyler; Schmit, Joan Therese - In: The journal of risk & insurance 90 (2023) 4, pp. 1027-1061
Persistent link: https://www.econbiz.de/10014443644
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Adverse selection in the group life insurance market
Harris, Timothy; Yelowitz, Aaron S.; Talbert, Jeffery; … - In: Economic inquiry 61 (2023) 4, pp. 911-941
Persistent link: https://www.econbiz.de/10014380785
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Genetic testing and actuarial science
Macdonald, Angus - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10014519961
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The investment behaviour of British life insurance companies
Dodds, James Colin - 1979
Persistent link: https://www.econbiz.de/10000555303
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The UK life assurance industry. A study in applied economics
Franklin, Peter J.; Woodhead, Caroline - 1980
Persistent link: https://www.econbiz.de/10000558979
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Linked life assurance : report of the Committee on Property Bonds and Equity-Linked Life Assurance
Scott, Hilary (contributor) - Great Britain / Committee on Property Bonds and … - 1973
Persistent link: https://www.econbiz.de/10000348067