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The risk management of minimum return guarantees

Mahayni, Antje; Schlögl, Erik - 2003

Persistent link: https://www.econbiz.de/10002250900

The risk management of minimum return guarantees

Mahayni, Antje (contributor); Schlögel, Erik (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001970344

Longevity risk

De Waegenaere, Anja; Melenberg, Bertrand; Stevens, Ralph - In: De economist : Netherlands economic review ; quarterly … 158 (2010) 2, pp. 151-192

Persistent link: https://www.econbiz.de/10009299705

Longevity Risk and Natural Hedge Potential in Portfolios of Life Insurance Products : The Effect of Investment Risk

Stevens, Ralph - 2011

Payments of life insurance products depend on the uncertain future evolution of survival probabilities. This uncertainty is referred to as longevity risk. Existing literature shows that the effect of longevity risk on single life annuities can be substantial, and that there exists a (natural)...

Persistent link: https://www.econbiz.de/10013127855

Bayesian Value-at-Risk backtesting : the case of annuity pricing

Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801

Persistent link: https://www.econbiz.de/10012513273

Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting

Bosserhoff, Frank; Stadje, Mitja - In: Insurance / Mathematics & economics 100 (2021), pp. 130-146

Persistent link: https://www.econbiz.de/10012622385

Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness

Chen, Chang-Chih; Chang, Chia-Chien; Sun, Edward W.; … - In: European journal of operational research : EJOR 300 (2022) 2, pp. 727-742

Persistent link: https://www.econbiz.de/10013207301

A bivariate lattice model to compute risk measures in life insurance policies

Costabile, Massimo - In: The journal of derivatives : JOD 28 (2021) 3, pp. 123-139

Persistent link: https://www.econbiz.de/10012486033

Liability-driven investments of life insurers under investment credit risk

Georgiopoulos, Nick - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 83-107

Persistent link: https://www.econbiz.de/10012297604

Efficient willow tree method for variable annuities valuation and risk management

Dong, Bing; Xu, Wei; Šević, Aleksandar; Šević, Željko - In: International review of financial analysis 68 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012301004