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Deferred variable annuities with guaranteed minimum death and income benefits under stochastic mortality and investment risk
Steuten, Daniel - 2011
Persistent link: https://www.econbiz.de/10013441209
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Deferred life annuities : on the combined effects of stochastic mortality and interest rates
Mahayni, Antje; Steuten, Daniel - In: Review of managerial science 7 (2013) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10009687313
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Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
Luo, Xiaolin; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 62 (2015), pp. 5-15
Persistent link: https://www.econbiz.de/10011312092
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The uncertainty risk driver within a life annuity context : an overvierw
Di Lorenzo, Emilia; Sibillo, Marilena - In: Problems and perspectives in management : PPM ; … 13 (2015) 3, pp. 18-27
Persistent link: https://www.econbiz.de/10011502227
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Valuation of mortality risk via the instantaneous Sharpe ratio : applications to life annuities
Bayraktar, Erhan; Milevsky, Moshe Arye; Promislow, S. David - In: Journal of economic dynamics & control 33 (2009) 3, pp. 676-691
Persistent link: https://www.econbiz.de/10003817982
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An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio - 2021
Persistent link: https://www.econbiz.de/10012615282
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Stochastic assessment of special-rate life annuities
Olivieri, Annamaria; Tabakova, Daniela - 2024
Persistent link: https://www.econbiz.de/10014534628
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Actuarial modeling and analysis of the Hong Kong life annuity scheme
Kwong, Koon-Shing; Chan, Wai-Sum; Li, Johnny Siu-Hang - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012197096
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From regulatory life tables to stochastic mortality projections : the exponential decline model
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
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Longevity risk measurement of life annuity products
Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: Risks : open access journal 8 (2020) 1/31, pp. 1-16
annuity products. Within the Solvency II framework, we capture the mortality of policyholders by the mean of the Hull …
Persistent link: https://www.econbiz.de/10012203435