Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option-Reference-Cited by-同舟云学术

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Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option

Published:2003-07 Issue:3 Volume:7 Page:1-17
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Bacinello Anna Rita

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference35 articles.

1. Interest Rate Risk Management and Valuation of the Surrender Option in Life Insurance Policies

2. Economic Valuation Models for Insurers

3. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed

4. Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option

5. Design and Pricing of Equity‐Linked Life Insurance under Stochastic Interest Rates

Cited by 69 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Evaluation of participating endowment life insurance policies in a stochastic environment;European Actuarial Journal;2024-01-19

2. Surrender contagion in life insurance;European Journal of Operational Research;2023-03

3. What We Know about Research on Life Insurance Lapse: A Bibliometric Analysis;Risks;2022-05-05

4. A stochastic Asset Liability Management model for life insurance companies;Financial Markets and Portfolio Management;2022-05-05

5. Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic;Risks;2022-02-11

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