Similar Search Results

Essays on insurance policyholder behavior : a behavioral economics perspective

Knoller, Christian - 2013

Persistent link: https://www.econbiz.de/10010229753

Pricing and hedging insurance products in hybrid markets

Widenmann, Jan Maximilian - 2013 - 1. Aufl.

Persistent link: https://www.econbiz.de/10010239711

The significance of regulatory orientation, political stability and culture on consumption and price adequacy in insurance markets

Kwon, W. Jean - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 320-343

Persistent link: https://www.econbiz.de/10009788838

The impact of mortality risk on the asset and liability management of insurance companies

Qi, Ming - In: Asia-Pacific journal of risk and insurance : APJRI 7 (2013) 2, pp. 81-104

Persistent link: https://www.econbiz.de/10010126418

A large-scale optimization model for replicating portfolios in the life insurance industry

Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - 2016

Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the … valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance … liabilities as closely as possible. We minimize the L1 error between the discounted life insurance liability cash flows and the …

Persistent link: https://www.econbiz.de/10011515725