Statutory financial reporting for variable annuity guaranteed death benefits : market practice, mathematical modeling and computation
Runhuan Feng, Huaxiong Huang
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Feng, Runhuan ; Huang, Huaxiong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 67.2016, p. 54-64
|
| Subject: | Guaranteed minimum death benefit | Risk measures | Statutory financial reporting | Individual model | Aggregate model | Numerical PDE methods | Running supremum | Theorie | Theory | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011457152