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

In this paper we analyse, in a contingent-claims framework, one of the most common life insurance policies sold in Italy during the last two decades. The policy, of the endowment type, is initially priced as a standard one, given a mortality table and a technical interest rate...

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Year of publication:	2001-11-01
Authors:	Bacinello, Anna Rita
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASITIN BULLETIN ;- Vol. 3 - No. 2 - 2001, 275-297
Subject:	Gewinnausschüttung \| Versicherungsschein \| Policies with profits

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Extent:	23 p. 1,12 MB p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; Italy
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847083