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

In this paper we analyse, in an 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 risk-neutral mortality probability tnea~ure and a technical interest rate. Subsequently, at the end of each policy year, the insurance company grants...

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Year of publication:	2000-06-20
Authors:	Bacinello, Anna Rita
Publisher:	Università degli Studi <Trieste> / Dipartimento di Matematica Applicata alle Scienze Economiche, Statistiche e Attuariali Bruno DeFinetti
Subject:	Garantie \| Lebensversicherung \| Preiskalkulation \| fair pricing

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Extent:	1024 bytes 23 p. application/pdf
Series:	International Actuarial Association - Publications
Type of publication:	Book / Working Paper
Language:	English
Notes:	AFIR Colloquium Tromsø - Norway - June 20-23, 2000
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; Italy
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847485