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A parametric model to price a portfolio of single-premium life insurance policies and to decompose its longevity risk

Ferrentino, Rosa; Vota, Luca - In: International journal of economics and business … 23 (2022) 3, pp. 368-388

Persistent link: https://www.econbiz.de/10013253505

Longevity risk and annuitisation decisions in the absence of special-rate life annuities

Andrés Sánchez, Jorge de; González-Vila Puchades, Laura - In: Risks : open access journal 13 (2025) 2, pp. 1-27

Longevity risk affecting older adults can be transferred to the insurance market by purchasing a lifetime annuity. Special-rate life annuities, which are priced, among other factors, on the basis of health and lifestyle factors, go beyond traditional considerations of age and sex by using...

Persistent link: https://www.econbiz.de/10015334621

Quantitative assessment of multi-year non-life insurance risk

Hahn, Lukas Josef - 2019

Persistent link: https://www.econbiz.de/10012120259

Stochastische Modelle in der Lebensversicherung : mit ... 15 Tabellen

Koller, Michael - 2000

Persistent link: https://www.econbiz.de/10001391891

Stochastic analysis of life insurance surplus

Nolde, Natalia; Parker, Gary - In: Insurance / Mathematics & economics 56 (2014), pp. 1-13

Persistent link: https://www.econbiz.de/10010385047

Modellierung von fondsgebundenen Lebensversicherungsverträgen mit stochastischem Zins

Walther, Brigitte - 2005

Persistent link: https://www.econbiz.de/10002871327

Polynomial diffusion models for life insurance liabilities

Biagini, Francesca; Zhang, Yinglin - In: Insurance / Mathematics & economics 71 (2016), pp. 114-129

Persistent link: https://www.econbiz.de/10011630620

Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies

Li, Shilong; Zhao, Xia; Yin, Chuancun; Huang, Zhiyue - In: Quantitative finance and economics 2 (2018) 1, pp. 246-260

Persistent link: https://www.econbiz.de/10012137937

Risk theory : the stochastic basis of insurance

Beard, Robert E.; Pentikäinen, Teivo; Pesonen, Erkki - 1984 - 3. ed.

Persistent link: https://www.econbiz.de/10000020100

Das Konzept der orthogonalen Projektion zur Bestimmung von Credibility-Schätzern in diskreter und kontinuierlicher Zeit

Merz, Michael - 2004

Persistent link: https://www.econbiz.de/10002392682

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