Search Results - subject:"dynamic policyholder behavior"

Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior

Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - 2015

policyholder behavior. … developed in this paper to address in a systematic way risk measures for death bene ts with the consideration of dynamic …

Persistent link: https://www.econbiz.de/10010491391

Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior

Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - Tinbergen Instituut - 2015

policyholder behavior. … developed in this paper to address in a systematic way risk measures for death benets with the consideration of dynamic …

Persistent link: https://www.econbiz.de/10011257582

Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior

Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - 2015

policyholder behavior. … developed in this paper to address in a systematic way risk measures for death benefits with the consideration of dynamic …

Persistent link: https://www.econbiz.de/10010464782

Solvency capital requirement for German unit-linked insurance products

Kochanski, Michael - In: German Risk and Insurance Review (GRIR) 6 (2010) 2, pp. 33-70

Innovative Lebensversicherungsprodukte wie fondsgebundene Lebensversicherungen, Hybrid-Lebensversicherungen und Variable Annuities erfreuen sich rasch zunehmender Nachfrage und haben einen großen Anteil am Neugeschäft in Deutschland. Da traditionelle Versicherungsprodukte weiterhin den...

Persistent link: https://www.econbiz.de/10010311177

Solvency capital requirement for German unit-linked insurance products

Kochanski, Michael - In: German Risk and Insurance Review (GRIR) 6 (2010) 2, pp. 33-70

Persistent link: https://www.econbiz.de/10010984676