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~person:"Li, Jing"
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Search: subject:"life-insurance"
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Lebensversicherung
10
Theorie
9
Life insurance
8
Theory
7
Sterblichkeit
5
fair contract analysis
5
surrender guarantee
5
Hedging
4
Mortality
4
Financial analysis
3
Finanzanalyse
3
Vertrag
3
bounded rationality
3
equity-linked life insurance contracts
3
secondary market
3
unit-linked life insurance contracts
3
Bewertung
2
Contract
2
Gerechtigkeit
2
Investmentfonds
2
Kontrolltheorie
2
Risikomodell
2
Risk model
2
Stochastischer Prozess
2
Unit-linked life insurance contracts
2
limited rationality
2
mortality model risk
2
price bounds
2
stochastic control
2
Control theory
1
Credit risk
1
Currency derivative
1
Derivat
1
Derivative
1
Early default risk
1
Evaluation
1
Financial investment
1
Indexation
1
Indexbindung
1
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Free
12
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English
14
Undetermined
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Author
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Li, Jing
Gatzert, Nadine
55
Gründl, Helmut
50
Sherris, Michael
42
Chen, An
33
Yogo, Motohiro
33
Schmeiser, Hato
32
Koijen, Ralph S. J.
30
Mitchell, Olivia S.
29
Eling, Martin
28
Kotlikoff, Laurence J.
27
Albrecht, Peter
23
Fang, Hanming
21
Hanewald, Katja
21
Maurer, Raimond
21
Christiansen, Marcus C.
20
Adams, Michael B.
19
Pitacco, Ermanno
19
Blake, David
18
Carson, James M.
17
Dhaene, Jan
17
Keneley, Monica
17
Bohnert, Alexander
16
Gokhale, Jagadeesh
16
Ruß, Jochen
16
Bacinello, Anna Rita
15
Brown, Jeffrey R.
15
Grosen, Anders
15
Kuhn, Moritz
15
Løchte Jørgensen, Peter
15
Mahayni, Antje
15
Rogalla, Ralph
15
Bauer, Daniel
14
Haberman, Steven
14
Heijdra, Ben J.
14
Hieber, Peter
14
Kablau, Anke
14
Olivieri, Annamaria
14
Stone, Charles A.
14
Szimayer, Alexander
14
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University of Bonn, Germany
3
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Bonn Econ Discussion Papers
6
Bonn Econ Discussion Papers / BGSE
3
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
1
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ECONIS (ZBW)
8
RePEc
4
EconStor
3
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Date (oldest first)
1
Early default risk and surrender risk : impacts on participating
life
insurance
policies
Cheng, Chunli
;
Li, Jing
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 30-43
Persistent link: https://www.econbiz.de/10011825072
Saved in:
2
The effect of secondary markets on equity-linked
life
insurance
with surrender guarantees
Hilpert, Christian
;
Li, Jing
;
Szimayer, Alexander
-
2011
We study the effect of secondary markets on equity-linked
life
insurance
contracts with surrender guarantees. The …
Persistent link: https://www.econbiz.de/10009748251
Saved in:
3
Pricing and risk management of Basket FX : derivatives and unit-linked
life
insurance
contracts
Li, Jing
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10010231266
Saved in:
4
The Effect of Secondary Markets on Equity-Linked
Life
Insurance
with Surrender Guarantees
Hilpert, Christian
-
2012
Many equity-linked
life
insurance
products offer the possibility to surrender policies prematurely. Secondary markets …
Persistent link: https://www.econbiz.de/10013113890
Saved in:
5
The Effect of Secondary Markets on Equity-Linked
Life
Insurance
with Surrender Guarantees
Hilpert, Christian
;
Li, Jing
;
Szimayer, Alexander
-
University of Bonn, Germany
-
2011
We study the effect of secondary markets on equity-linked
life
insurance
contracts with surrender guarantees. The …
Persistent link: https://www.econbiz.de/10009651600
Saved in:
6
The Effect of Secondary Markets on Equity-Linked
Life
Insurance
with Surrender Guarantees
Hilpert, Christian
;
Li, Jing
;
Szimayer, Alexander
-
2011
We study the effect of secondary markets on equity-linked
life
insurance
contracts with surrender guarantees. The …
Persistent link: https://www.econbiz.de/10010312983
Saved in:
7
The Uncertain Mortality Intensity Framework : Pricing and Hedging Unit-Linked
Life
Insurance
Contracts
Li, Jing
-
2011
We study the valuation and hedging of unit-linked
life
insurance
contracts in a setting where mortality intensity is … setting we derive upper and lower price bounds for unit-linked
life
insurance
contracts using stochastic control techniques …
Persistent link: https://www.econbiz.de/10013133309
Saved in:
8
Bilateral Trade, Openness and Asset Holdings
Li, Jing
;
Szimayer, Alexander
-
University of Bonn, Germany
-
2010
We study the valuation of unit-linked
life
insurance
contracts with surrender guarantees. Instead of solving an optimal …
Persistent link: https://www.econbiz.de/10008764096
Saved in:
9
The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked
Life
Insurance
Contracts
Li, Jing
;
Szimayer, Alexander
-
2010
We study the valuation and hedging of unit-linked
life
insurance
contracts in a setting where mortality intensity is … setting we derive upper and lower price bounds for unit-linked
life
insurance
contracts using stochastic control techniques …
Persistent link: https://www.econbiz.de/10010270425
Saved in:
10
The effect of policyholders' rationality on unit-linked
life
insurance
contracts with surrender guarantees
Li, Jing
;
Szimayer, Alexander
-
2010
We study the valuation of unit-linked
life
insurance
contracts with surrender guarantees. Instead of solving an optimal …
Persistent link: https://www.econbiz.de/10010293371
Saved in:
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