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On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes

Bohnert, Alexander; Gatzert, Nadine; Løchte … - In: Insurance / Mathematics & economics 60 (2015), pp. 83-97

Persistent link: https://www.econbiz.de/10010484826

Mortgage life insurance : a rationale for a time limit in switching rights

Villeneuve, Bertrand - In: Mathematics and financial economics 8 (2014) 4, pp. 473-487

Persistent link: https://www.econbiz.de/10010491900

Life insurance and pension contracts I : the time additive life cycle model

Aase, Knut K. - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 1-47

Persistent link: https://www.econbiz.de/10010506430

Safety margins for systematic biometric and financial risk in a semi-Markov life insurance framework

Niemeyer, Andreas Johannes - In: Risks : open access journal 3 (2015) 1, pp. 35-60

Insurance companies use conservative first order valuation bases to calculate insurance premiums and reserves. These valuation bases have a significant impact on the insurer's solvency and on the premiums of the insurance products. Safety margins for systematic biometric and financial risk are...

Persistent link: https://www.econbiz.de/10010482069

Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities

Fung, Man Chung; Ignatieva, Ekaterina; Sherris, Michael - In: Insurance / Mathematics & economics 58 (2014), pp. 103-115

Persistent link: https://www.econbiz.de/10010437618

Factor risk quantification in annuity models

Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew - In: Insurance / Mathematics & economics 58 (2014), pp. 34-45

Persistent link: https://www.econbiz.de/10010437638

Pricing and securitization of multi-country longevity risk with mortality dependence

Yang, Sharon S.; Wang, Chou-wen - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 157-169

Persistent link: https://www.econbiz.de/10009736119

Reinsurance and securitisation of life insurance risk : the impact of regulatory constraints

Barrieu, Pauline; Loubergé, Henri - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 135-144

Persistent link: https://www.econbiz.de/10009736121

Lethal lapses : how a positive interest rate shock might stress German life insurers

Feodoria, Mark; Förstemann, Till - 2015

Life insurers typically grant policyholders a surrender option. We demonstrate that the resulting lapse risk could …

Persistent link: https://www.econbiz.de/10011285414

Model error in enterprise-wide risk management: insurance policies with guarantees

Consiglio, Andrea; Zenios, Stavros A. - In: Advances in operational risk : firm-wide issues for …, (pp. 179-194). 2003

Persistent link: https://www.econbiz.de/10003282333