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On the longevity risk assessment under Solvency II

Salah, Sana Ben; Belkacem, Lotfi - In: The journal of applied business research 31 (2015) 3, pp. 1149-1157

Persistent link: https://www.econbiz.de/10011304704

Surrender risk in the context of the quantitative assessment of participating life insurance contracts under Solvency II

Burkhart, Tobias - In: Risks : open access journal 6 (2018) 3, pp. 1-38

. Typically, they are also equipped with a surrender option that allows the policyholder to terminate the contract prior to … maturity, receiving a predetermined surrender value. The option interacts with (often cliquet-style) interest guarantees that … are a key feature of traditional participating contracts. Surrender options can considerably affect an insurer …

Persistent link: https://www.econbiz.de/10011867482

Product pricing and solvency capital requirements for long-term care insurance

Shao, Adam W.; Sherris, Michael; Fong, Joelle H. - In: Scandinavian actuarial journal (2017) 2, pp. 175-208

Persistent link: https://www.econbiz.de/10011772082

The effects of a low interest rate environment on life insurers

Berdin, Elia; Gründl, Helmut - 2015 - This version: January 2015

Low interest rates are becoming a threat to the stability of the life insurance industry, especially in countries such as Germany, where products with relatively high guaranteed returns sold in the past still represent a prominent share of the total portfolio. This contribution aims to assess...

Persistent link: https://www.econbiz.de/10012061579

Longevity trend risk over limited time horizons

Richards, Stephen J.; Currie, Iain D.; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 262-277

Persistent link: https://www.econbiz.de/10012307355

Analysis of capital requirements in life insurance sector under Solvency II regime : evidence from Poland

Jaśkiewicz, Dorota - In: Life insurance in Europe : risk analysis and market …, (pp. 87-99). 2020

The main aim of this chapter is to examine the first years of the implementation of Solvency II capital requirements driven by the standard formula. The analysis covers the Polish life insurance market. Since the introduction of Solvency II in Poland, the insurance market has been challenged to...

Persistent link: https://www.econbiz.de/10012310603

The effects of a low interest rate environment on life insurers

Berdin, Elia; Gründl, Helmut - In: The Geneva papers on risk and insurance - issues and … 40 (2015) 3, pp. 385-415

Persistent link: https://www.econbiz.de/10011418905

Life insurance and demographic change : an empirical analysis of surrender decisions based on panel data

Gemmo, Irina; Götz, Martin - 2016 - This version: December 2016

Households buy life insurance as part of their liquidity management. The option to surrender such a policy can serve as … household specific sociodemographic factors influence the surrender behavior of life insurance policyholders. Based on the Socio … construct a proxy to identify life insurance surrender in the data. We use this proxy to conduct fixed effect regressions and …

Persistent link: https://www.econbiz.de/10011585847

Estimation of stop loss premium in life insurance

Everaert, W. - 1977

Persistent link: https://www.econbiz.de/10001500553

Challenges and solutions for the management of longevity risk

Riemer-Hommel, Petra; Trauth, Thomas - In: Risk management : challenge and opportunity : with 37 …, (pp. 85-100). 2000

Persistent link: https://www.econbiz.de/10001495914