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Application of game theory to pricing of participating deferred annuity
Mao, Hong; Ostaszewski, Krzysztof M. - In: The journal of insurance issues : official journal of … 30 (2007) 2, pp. 102-122
Persistent link: https://www.econbiz.de/10003937376
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Pricing equity-linked life insurance contracts with minimum interest rate guarantee in partial equilibrium framework
Mao, Hong; Ostaszewski, Krzysztof M. - In: German Risk and Insurance Review : GRIR ; das e-Journal … 4 (2008), pp. 27-52
In der vorliegenden Studie wird das Pricing aktiengebundener Lebensversicherungen mit Mindestgarantiezins in einem Gleichgewichtsmodell untersucht. Dazu werden Modelle zur Berechnung der Default-Option und der Ausfallwahrscheinlichkeiten eingeführt. Die Modelle binden Angebot- und...
Persistent link: https://www.econbiz.de/10008651428
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Pricing of deposit insurance considering investment, deductibles, and policy limit
Mao, Hong; Ostaszewski, Krzysztof M.; Carson, James M.; … - In: The journal of insurance issues : official journal of … 36 (2013) 2, pp. 149-174
Persistent link: https://www.econbiz.de/10010197175
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Optimal retirement age, leisure and consumption
Mao, Hong; Ostaszewski, Krzysztof M.; Wang, Yuling - In: Economic modelling 43 (2014), pp. 458-464
Persistent link: https://www.econbiz.de/10010503013
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Deciding whether a life insurance contract should be reinstated
Mao, Hong; Ostaszewski, Krzysztof M.; Wang, Yuling - In: The journal of insurance issues : official journal of … 34 (2011) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10009269258
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Pricing life insurance : combining economic, financial, and actuarial approaches
Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M.; … - In: The journal of insurance issues : official journal of … 27 (2004) 2, pp. 134-159
Persistent link: https://www.econbiz.de/10002562655
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Risk analysis of mortality improvement : the case of Chinese annuity markets
Mao, Hong; Ostaszewski, Krzysztof M.; Wang, Yuling - In: The Geneva papers on risk and insurance - issues and … 33 (2008) 2, pp. 234-249
Persistent link: https://www.econbiz.de/10003752282
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Determining the insurer's optimal investment and reinsurance strategy based on stochastic differential game
Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M.; … - In: The journal of insurance issues : official journal of … 39 (2016) 2, pp. 187-202
Persistent link: https://www.econbiz.de/10011694360
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The retirement decision with consideration of part-time work after retirement
Mao, Hong; Ostaszewski, Krzysztof M.; Wen, Zhongkai - In: The journal of insurance issues : official journal of … 42 (2019) 1, pp. 86-112
Persistent link: https://www.econbiz.de/10012120340
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Optimal insurance pricing, reinsurance, and investment for a jump diffusion risk process under a competitive market
Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M. - In: The journal of insurance issues : official journal of … 40 (2017) 1, pp. 90-124
Persistent link: https://www.econbiz.de/10011732700