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Pricing life insurance : combining economic, financial, and actuarial approaches

Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M.; … - In: The journal of insurance issues : official journal of … 27 (2004) 2, pp. 134-159

Persistent link: https://www.econbiz.de/10002562655

Pricing equity-linked life insurance contracts with minimum interest rate guarantee in partial equilibrium framework

Mao, Hong; Ostaszewski, Krzysztof M. - In: German Risk and Insurance Review : GRIR ; das e-Journal … 4 (2008), pp. 27-52

In der vorliegenden Studie wird das Pricing aktiengebundener Lebensversicherungen mit Mindestgarantiezins in einem Gleichgewichtsmodell untersucht. Dazu werden Modelle zur Berechnung der Default-Option und der Ausfallwahrscheinlichkeiten eingeführt. Die Modelle binden Angebot- und...

Persistent link: https://www.econbiz.de/10008651428

Application of game theory to pricing of participating deferred annuity

Mao, Hong; Ostaszewski, Krzysztof M. - In: The journal of insurance issues : official journal of … 30 (2007) 2, pp. 102-122

Persistent link: https://www.econbiz.de/10003937376

Deciding whether a life insurance contract should be reinstated

Mao, Hong; Ostaszewski, Krzysztof M.; Wang, Yuling - In: The journal of insurance issues : official journal of … 34 (2011) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10009269258

Risk analysis of mortality improvement : the case of Chinese annuity markets

Mao, Hong; Ostaszewski, Krzysztof M.; Wang, Yuling - In: The Geneva papers on risk and insurance - issues and … 33 (2008) 2, pp. 234-249

Persistent link: https://www.econbiz.de/10003752282

Is life insurance a human capital derivatives business?

Ostaszewski, Krzysztof M. - In: The journal of insurance issues : official journal of … 26 (2003) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001783905