Similar Search Results

Narrow search

Wertorientierte Steuerung von Lebensversucherungsunternehmen mittels stochastischer Prozesse

Nell, Martin; Pohl, Philipp - In: Zeitschrift für die gesamte Versicherungswissenschaft … 95 (2006) 3, pp. 533-558

Persistent link: https://www.econbiz.de/10003383191

The uncertainty risk driver within a life annuity context : an overvierw

Di Lorenzo, Emilia; Sibillo, Marilena - In: Problems and perspectives in management : PPM ; … 13 (2015) 3, pp. 18-27

Persistent link: https://www.econbiz.de/10011502227

Optimal annuitization with stochastic mortality and correlated medical costs

Reichling, Felix; Smetters, Kent A. - In: The American economic review 105 (2015) 11, pp. 3273-3320

Persistent link: https://www.econbiz.de/10011413001

Jump diffusion transition intensities in life insurance and disability annuity

Jang, Jiwook; Siti Norafidah Mohd Ramli - In: Insurance / Mathematics & economics 64 (2015), pp. 440-451

Persistent link: https://www.econbiz.de/10011398140

Kolmogorov's forward PIDE and forward transition rates in life insurance

Buchardt, Kristian - In: Scandinavian actuarial journal (2017) 5, pp. 377-394

Persistent link: https://www.econbiz.de/10011772190

Impact of volatility clustering on equity indexed annuities

Hainaut, Donatien - In: Insurance / Mathematics & economics 71 (2016), pp. 367-381

Persistent link: https://www.econbiz.de/10011630885

Nonlinear reserving in life insurance : aggregation and mean-field approximation

Djehiche, Boualem; Löfdahl, Björn - In: Insurance / Mathematics & economics 69 (2016), pp. 1-13

Persistent link: https://www.econbiz.de/10011530874

Optimal Annuitization with Stochastic Mortality Probabilities

Reichling, Felix - 2013

The conventional wisdom dating back to Yaari (1965) is that households without a bequest motive should fully annuitize their investments. Numerous market frictions do not break this sharp result. We modify the Yaari framework by allowing a household's mortality risk itself to be stochastic....

Persistent link: https://www.econbiz.de/10012459452

Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic

Fergusson, Kevin - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 381-417

Persistent link: https://www.econbiz.de/10012243342

Life insurance decisions under recursive utility

Reitzel Jensen, Ninna - In: Scandinavian actuarial journal 2019 (2019) 3, pp. 204-227

Persistent link: https://www.econbiz.de/10012194947

A service of the

zbw