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Risk analysis and valuation of life insurance contracts : combining actuarial and financial approaches

Graf, Stefan; Kling, Alexander; Ruß, Jochen - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 115-125

Persistent link: https://www.econbiz.de/10009157431

Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process

Fard, Farzad Alavi; Rong, Ning - In: Annals of finance 10 (2014) 2, pp. 315-332

Persistent link: https://www.econbiz.de/10010350833

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

margins for systematic biometric and financial risk are in practice typically chosen as time-constant percentages on top of … the best estimate transition intensities. We develop a risk-oriented method for the allocation of a total safety margin to …

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

Efficient risk allocation within a non-life insurance group under Solvency II regime

Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, … - In: Insurance / Mathematics & economics 66 (2016), pp. 69-76

Persistent link: https://www.econbiz.de/10011442691

Testing the risk as feeling and risk as analysis perspective for insurance : the antecedents of purchasing unit-linked life insurance products

Huber, Carin; Schlager, Tobias - In: Journal of financial services marketing : JFSM 23 (2018) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10011888490

Risk attitude, financial knowledge and commercial life insurance needs

He, Jiaying - In: Modern economy 11 (2020) 1, pp. 185-199

Persistent link: https://www.econbiz.de/10012424225

Variable annuities in a Lévy-based hybrid model with surrender risk

Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; … - In: Quantitative finance 20 (2020) 5, pp. 867-886

Persistent link: https://www.econbiz.de/10012262632

Rising interest rates, lapse risk, and the stability of life insurers

Kubitza, Christian - In: Essays on financial stability and insurance markets, (pp. 85-157). 2018

Persistent link: https://www.econbiz.de/10012055955

Surrender contagion in life insurance

Cheng, Chunli; Hilpert, Christian; Miri Lavasani, Aidin; … - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1465-1479

Persistent link: https://www.econbiz.de/10013499052

Optimal portfolio selection with maximal risk adjusted return

Wang, Yue; Qiu, Zhijian; Qu, Xiaomei - In: Applied economics letters 24 (2017) 13/15, pp. 1035-1040

Persistent link: https://www.econbiz.de/10011716547