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Year of publication
Subject
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Lebensversicherung 3,628 Life insurance 2,427 Theorie 713 Theory 703 USA 678 United States 659 Deutschland 622 Germany 426 Sterblichkeit 341 Mortality 332 Versicherung 322 Insurance 284 Risikomodell 279 Risk model 278 Vereinigte Staaten 246 Altersvorsorge 243 Retirement provision 239 Private Altersvorsorge 220 Private retirement provision 220 Versicherungsmathematik 217 Portfolio-Management 215 Portfolio selection 214 Actuarial mathematics 196 Versicherungsmarkt 184 Kapitalanlage 144 Risikomanagement 141 Großbritannien 138 Risiko 133 Insurance market 131 Risk management 125 Risk 124 Pensionskasse 116 Pension fund 112 Sparen 112 Financial investment 107 Hedging 103 Optionspreistheorie 99 Option pricing theory 98 Savings 97 United Kingdom 91
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Online availability
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Free 543 Undetermined 280
Type of publication
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Article 1,898 Book / Working Paper 1,655 Journal 74 Other 1
Type of publication (narrower categories)
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Article in journal 1,231 Aufsatz in Zeitschrift 1,231 Graue Literatur 504 Non-commercial literature 504 Working Paper 335 Arbeitspapier 312 Hochschulschrift 295 Aufsatz im Buch 203 Book section 203 Thesis 180 Collection of articles of several authors 50 Sammelwerk 50 Bibliografie enthalten 48 Bibliography included 48 Konferenzschrift 38 Amtsdruckschrift 36 Government document 36 Dissertation u.a. Prüfungsschriften 34 Collection of articles written by one author 31 No longer published / No longer aquired 31 Sammlung 31 Business report 28 Geschäftsbericht 28 Conference proceedings 25 Aufsatzsammlung 19 Statistics 19 Statistik 19 Lehrbuch 16 Case study 13 Fallstudie 13 Market information 10 Marktinformation 10 Mehrbändiges Werk 10 Multi-volume publication 10 Reprint 8 Einführung 6 Article 5 Glossar enthalten 5 Glossary included 5 Handbook 5
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Language
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English 2,028 German 891 Undetermined 615 French 62 Dutch 20 Italian 9 Swedish 7 Polish 6 Russian 5 Spanish 4 Norwegian 3 Arabic 1 Croatian 1 Hungarian 1 Japanese 1 Lithuanian 1 Chinese 1
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Author
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Gatzert, Nadine 48 Albrecht, Peter 34 Schmeiser, Hato 29 Ruß, Jochen 28 Gründl, Helmut 25 Mitchell, Olivia S. 24 Maurer, Raimond 20 Sherris, Michael 18 Kotlikoff, Laurence J. 17 Chen, An 16 Eling, Martin 16 Koijen, Ralph S. J. 16 Rogalla, Ralph 16 Blake, David 14 Løchte Jørgensen, Peter 14 Schradin, Heinrich R. 14 Yogo, Motohiro 14 Adams, Michael B. 13 Grosen, Anders 13 Kling, Alexander 13 Hanewald, Katja 12 Post, Thomas 12 Stone, Charles A. 12 Brown, Jeffrey R. 11 Carson, James M. 11 Finsinger, Jörg 11 Schwebler, Robert 11 Zissu, Anne-Marie 11 Bernheim, Bert Douglas 10 Cairns, Andrew 10 Gokhale, Jagadeesh 10 Heijdra, Ben J. 10 Keneley, Monica 10 Mahayni, Antje 10 Milevsky, Moshe Arye 10 Hieber, Peter 9 Hoermann, Gudrun 9 Melʹnikov, Aleksandr V. 9 Pitacco, Ermanno 9 Reuter, Hans-Peter 9
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Institution
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National Bureau of Economic Research 20 Institut für Versicherungswirtschaft <Sankt Gallen> 13 Gesamtverband der Deutschen Versicherungswirtschaft 12 Bund der Versicherten 7 International Association for the Study of Insurance Economics 7 Universität Ulm 7 Institut für Finanz- und Aktuarwissenschaften <Ulm> 6 Institute of Life Insurance 6 Springer Fachmedien Wiesbaden 5 Österreichisches Institut für Wirtschaftsforschung 5 OECD 4 Universität Mannheim / Institut für Versicherungswissenschaft 4 Centre for Analytical Finance <Århus> 3 European Insurance Committee 3 Schweizerische Rückversicherungsgesellschaft <Zürich> 3 USA / General Accounting Office 3 Universität <Mannheim> / Lehrstuhl für Allgemeine Betriebswirtschaftslehre, Risikotheorie, Portfolio Management und Versicherungswirtschaft 3 Voorlichtingscommissie uit het Levensverzekeringbedrijf 3 rankingweb 3 American Council of Life Insurers 2 Australian Bureau of Statistics 2 Australien / Insurance and Superannuation Commission 2 Australien / Life Insurance Group 2 Axel Springer AG 2 CNP Assurances <Paris> 2 European Consumers' Organization 2 Federal Reserve Bank of Cleveland 2 Finanzmarktaufsicht <Wien> 2 Institut für Schweizerisches Bankwesen <Zürich> 2 Institut für Versicherungswirtschaft <Wien> 2 International Actuarial Association / Actuarial Approach for Financial Risks 2 International Actuarial Association / Actuarial Studies in Non-Life Insurance 2 Josef Eul Verlag GmbH 2 Kanada / Office of the Superintendent of Financial Institutions 2 Leipziger Lebensversicherung Aktiengesellschaft 2 Life Office Management Association 2 Pensions Institute 2 Prudential Plc 2 Rentenanstalt - Swiss Life 2 Seimei-Hoken-Kyōkai 2
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Published in...
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The journal of risk and insurance : the journal of the American Risk and Insurance Association 201 Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V. 101 Insurance / Mathematics & economics 94 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 49 Working paper / National Bureau of Economic Research, Inc. 48 Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider 39 The journal of structured finance 31 Risks : open access journal 25 Transactions of the International Congress of Actuaries 25 NBER working paper series 20 Nordisk försäkringstidskrift : NFT 20 Life markets : trading mortality and longevity risk with life settlements and linked securities 19 Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung 15 Journal of banking & finance 15 Arbeit und Sozialpolitik : Zeitschrift für das gesamte Gesundheitswesen 14 Astin bulletin : the journal of the International Actuarial Association 14 Schweizerische Versicherungszeitschrift 14 Discussion paper / The Pensions Institute, Cass Business School, City University 13 Financial services review : the journal of individual financial management 13 Mannheimer Vorträge zur Versicherungswissenschaft 13 Risk management and insurance review 13 The journal of insurance issues : official journal of the Western Risk and Insurance Association 13 Universität St.Gallen - Institut für Versicherungswirtschaft - Working Papers 13 Europäische Hochschulschriften / 5 12 Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen 12 Sigma 12 The journal of finance : the journal of the American Finance Association 12 WORKING PAPERS ON RISK MANAGEMENT AND INSURANCE 12 Working papers on finance 12 ifa-Schriftenreihe 12 CESifo working papers 11 Developing an annuity market in Europe 11 Journal of risk finance : the convergence of financial products and insurance 11 The handbook of insurance-linked securities 11 Assicurazioni : rivista di diritto, economia e finanza delle assicurazioni private 10 Journal of the Institute of Actuaries 10 Reihe: Versicherungswirtschaft 10 Schriftenreihe des Ausschusses Volkswirtschaft des Gesamtverbandes der Deutschen Versicherungswirtschaft e.V. 10 The American economic review 10 Asia-Pacific journal of risk and insurance : APJRI 9
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Source
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ECONIS (ZBW) 3,264 USB Cologne (EcoSocSci) 206 USB Cologne (business full texts) 118 EconStor 34 RePEc 3 BASE 2 OLC EcoSci 1
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Showing 1 - 50 of 3,628
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Bequest-embedded annuities and tontines
Chen, An; Rach, Manuel Matthias - In: Asia-Pacific journal of risk and insurance : APJRI 16 (2022) 1, pp. 1-46
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Adverse selection in the group life insurance market
Harris, Timothy; Yelowitz, Aaron S.; Talbert, Jeffery; … - 2022
The employer-sponsored life insurance (ESLI) market is particularly susceptible to adverse selection due to community-rated premiums, guaranteed issue coverage, and the existence of a well-functioning individual market as a substitute. Using administrative payroll and healthcare claims data from...
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Advantageous selection with moral hazard (with an application to life care annuities)
De Donder, Philippe; Leroux, Marie-Louise; Salanié, … - 2022
Advantageous (or propitious) selection occurs when an increase in the premium of an insurance contract induces high-cost agents to quit, thereby reducing the average cost among remaining buyers. Hemenway (1990) and many subsequent contributions motivate its advent by differences in risk-aversion...
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An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 26 (2022) 2, pp. 173-216
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Risk premia and the European government bond market : new empirical evidence and some thoughts from the perspective of the life insurance industry
Tholl, Johannes; Basse, Tobias; Meier, Samira; … - 2021
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On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk
Bacinello, Anna Rita; Chen, An; Sehner, Thorsten; … - In: Risks : open access journal 9 (2021) 1/20, pp. 1-18
The purpose of this paper is to conduct a market-consistent valuation of life insurance participating liabilities sold to a population of partially heterogeneous customers under the joint impact of biometric and financial risk. In particular, the heterogeneity between groups of policyholders...
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Applications of clustering with mixed type data in life insurance
Yin, Shuang; Gan, Guojun; Valdez, Emiliano; Vadiveloo, … - In: Risks : open access journal 9 (2021) 3, pp. 1-19
Death benefits are generally the largest cash flow items that affect the financial statements of life insurers; some may still not have a systematic process to track and monitor death claims. In this article, we explore data clustering to examine and understand how actual death claims differ...
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Immunization strategies for funding multiple inflation-linked retirement income benefits
Simões, Cláudia; Oliveira, Luís; Bravo, Jorge Miguel … - In: Risks : open access journal 9 (2021) 4, pp. 1-28
Protecting against unexpected yield curve, inflation, and longevity shifts are some of the most critical issues institutional and private investors must solve when managing post-retirement income benefits. This paper empirically investigates the performance of alternative immunization strategies...
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Hedging and competition
Giambona, Erasmo; Kumar, Anil; Phillips, Gordon M. - 2021 - This draft: April 19, 2021
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Competition reduces profitability : the case of the Indian life microinsurance industry
Banerjee, Subrato; Savitha, Basri - In: The Geneva papers on risk and insurance - issues and … 46 (2021) 3, pp. 383-398
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An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio - 2021
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Modelling the future value distribution of a life insurance portfolio
Costabile, Massimo; Viviano, Fabio - 2021
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Unregulated corporate financial statements and analysts' target price accuracy : evidence from embedded value reporting by life insurers
El-Gazzar, Samir; Jacob, Rudolph A.; McGregor, Scott - In: International journal of accounting and finance 11 (2021) 1, pp. 18-39
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A bridge between local GAAP and Solvency II frameworks to quantify capital requirement for demographic risk
Clemente, Gian Paolo; Della Corte, Francesco; Savelli, Nino - In: Risks : open access journal 9 (2021) 10, pp. 1-19
The aim of this paper is to provide a stochastic model useful for assessing the capital requirement for demographic risk in a framework coherent with the Solvency II Directive. The model extends to the market consistent context classical methodologies developed in a local accounting framework....
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Modeling the future value distribution of a life insurance portfolio
Costabile, Massimo; Viviano, Fabio - In: Risks : open access journal 9 (2021) 10, pp. 1-17
This paper addresses the problem of approximating the future value distribution of a large and heterogeneous life insurance portfolio which would play a relevant role, for instance, for solvency capital requirement valuations. Based on a metamodel, we first select a subset of representative...
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Ownership type, business model, market structure, and the performance of Takaful and conventional insurance companies in Malaysia
Shaikh Hamzah Abdul Razak; Fekri Ali Mohammed Shawtari; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-18
The paper evaluates the performance of the Takaful and insurance companies in Malaysia. It examines the impact of ownership, business model, and market structure on conventional and Takaful companies' performance. The inter-firm comparisons provide information about the performance and...
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Interest Rates and Insurance Company Investment Behavior
Ozdagli, Ali K. - 2020
Life insurance companies, the largest institutional holders of corporate bonds, tilt their portfolios towards higher-yield bonds when interest rates decline. This tilt seems to be primarily driven by an increase in duration rather than credit risk and insurers do not seem to increase the credit...
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Valuation of Hybrid Financial and Actuarial Products in Life Insurance by a novel 3-Step Method
Deelstra, Griselda - 2020
Financial products are priced using risk-neutral expectations justified by hedging portfolios that (as accurate as possible) match the product's payoff. In insurance, premium calculations are based on a real-world best-estimate value plus a risk premium. The insurance risk premium is typically...
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Investigating the Empirical Relationship between Service Quality, Trust, Satisfaction, and Intention of Customers Purchasing Life Insurance Products
Panigrahi, Shrikant - 2020
The purpose of this paper was to identify the key SERVQUAL factors for consumer purchase intention in the context of life insurance products in Malaysia. The study was performed based on primary data using a self-administered questionnaire from the Klang valley region of Malaysia. Using a...
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Machine learning in least-squares Monte Carlo proxy modeling of life insurance companies
Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf - In: Risks : open access journal 8 (2020) 1/21, pp. 1-79
Under the Solvency II regime, life insurance companies are asked to derive their solvency capital requirements from the full loss distributions over the coming year. Since the industry is currently far from being endowed with sufficient computational capacities to fully simulate these...
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Addressing obstacles to life insurance demand
Schanz, Kai-Uwe - International Association for the Study of Insurance … - 2020
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Zur Wichtigkeit von Zusatzangeboten in der Sterbegeldversicherung aus Kundensicht : Ergebnisse einer empirischen Studie (243 Probanden/-innen) einschließlich aller Datensätze
Eszler, Erwin; Doleschal, Sabrina - 2020
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Testing the least-squares Monte Carlo method for the evaluation of capital requirements in life insurance
Costabile, Massimo; Viviano, Fabio - In: Risks : open access journal 8 (2020) 2/48, pp. 1-13
In this paper, we test the efficiency of least-squares Monte Carlo method to estimate capital requirements in life insurance. We choose a simplified Gaussian evaluation framework where closed-form formulas are available and allow us to obtain solid benchmarks. Extensive numerical experiments...
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Denmark : financial sector assessment program : technical note : insurance regulation and supervision
Internationaler Währungsfonds - 2020
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Financial engineering: a flexible longevity bond to manage individual longevity risk
Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - 2020
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Utility-Consistent Valuation Schemes for the Own Risk and Solvency Assessment of Life Insurance Companies
Le Courtois, Olivier - 2020
In this paper, we construct new valuation schemes for the liabilities and economic capital of insurance companies. Specifically, we first build a valuation framework based on SAHARA utility functions, and second we construct a framework based on the cumulative prospect theory that incorporates...
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Solvency II Solvency Capital Requirement for Life Insurance Companies Based on Expected Shortfall
Boonen, Tim J. - 2020
This paper examines the consequences for a life annuity insurance company if the Solvency II Solvency Capital Requirements (SCR) are calibrated based on Expected Shortfall (ES) instead of Value-at-Risk (VaR). We focus on the risk modules of the SCRs for the three risk classes equity risk,...
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A Well-Reasoned But Incorrect QDRO Decision Pertaining to Life Insurance Payments from an ERISA Plan
Feuer, Albert - 2020
In Metropolitan Life v. Drainville, 2009 U.S. Dist. LEXIS 63613 (DC R.I. July 23, 2009), a federal district court in Rhode Island recently explained the requirements that a domestic relations order ("DRO") must satisfy to be a qualified domestic relation order (“QDRO”). The court held an...
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Impact of Foreign Direct Investment (FDI) on Financial Performance of Life Insurance Companies
Parvej, Mohd - 2020
Foreign Direct investment serves as a focal source of capital formation in any countries for its economic development in a significant way. This is expected to include all industries and sectors including insurance, especially in developing countries such as India. It is beyond doubt that the...
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Optimal Consumption, Investment and Life Insurance With Surrender Option Guarantee
Kronborg, Morten Tolver - 2020
We consider an investor, with an uncertain life time, endowed with deterministic labor income, who has the possibility to continuously invest in a Black-Scholes market and to buy life insurance or annuities. We solve the optimal consumption, investment and life insurance problem when the...
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Asymmetric information in secondary insurance markets : evidence from the life settlements market
Bauer, Daniel; Ruß, Jochen; Zhu, Nan - In: Quantitative economics : QE ; journal of the … 11 (2020) 3, pp. 1143-1175
We use data from a large US life expectancy provider to test for asymmetric information in the secondary life insurance-or life settlements-market. We compare realized lifetimes for a subsample of settled policies relative to all (settled and nonsettled) policies, and find a positive...
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Is full annuitization socially optimal?
Andersen, Torben M.; Gestsson, Marias H. - In: Journal of economics 135 (2022) 2, pp. 199-217
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How do financial constraints affect product pricing? : evidence from weather and life insurance premiums
Ge, Shan - In: The journal of finance : the journal of the American … 77 (2022) 1, pp. 449-503
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Solvency measurement of life annuity products
Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-26
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Value of life and annuity demand
Pashchenko, Svetlana; Ponpoje Porapakkarm - In: The journal of risk & insurance 89 (2022) 2, pp. 371-396
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Measuring Market Concentration and Performance Persistence of the UK Life and General Insurance Companies
Guirguis, Michel - 2019
According to the ABI (2003), 806 insurance companies were authorized, either by the UK or by another European Economic Area member to carry on insurance business in the UK in 2002. Of these, 592 could carry on general business only (such as motor, household and commercial insurance), 160 were...
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Impact of Sales Management Control Strategy on Sales Performance in Life Insurance Sector
Syahputra, S - 2019
The purpose of this study is to discuss the impact of sales performance in life insurance sector. Sales performance in life insurance industry has seen a major concern to practitioners due to severe competition and to design marketing strategy. Further to that, one way to enhance sales...
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Benchmarked Risk Minimizing Hedging Strategies for Life Insurance Policies
Sun, Jin - 2019
Traditional life insurance policies offer no equity investment opportunities for the premium paid, and suffer from low returns over the long insurance terms. Modern equity-linked insurance policies offer equity investment opportunities exposed to equity market risk. To combine the low-risk of...
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Interest Rate Risk of Life Insurers : Evidence from Accounting Data
Möhlmann, Axel - 2019
Life insurers are exposed to interest rate risk as their liability side is typically more sensitive to interest rate changes than their asset side. This paper explores why insurers assume this risk using a new accounting-based method to measure interest rate sensitivity of assets and...
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Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?
Baranoff, Etti G.; Brockett, Patrick L.; Sager, Thomas W.; … - In: Quantitative finance and economics 3 (2019) 1, pp. 145-164
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How do financial constraints affect product pricing? : evidence from weather and life insurance premiums
Ge, Shan - 2019
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Characteristics of Japanese life insurance companies disclosing embedded value
Tsukahara, Makoto; Nishiyama, Kazuhiro; Nakamura, Ryosuke - 2019
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Efficiency and convergence in the European life insurance industry
Giantsios, Dimitrios G; Noulas, Athanasios G. - In: Multinational finance journal 24 (2020) 1/2, pp. 65-91
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Dealing with low interest rates in life insurance : an analysis of additional reserves in the German life insurance industry
Eckert, Christian - In: Journal of risk and financial management : JRFM 12 (2019) 3/119, pp. 1-19
Interest rates have been very low for several years, which is particularly challenging for life insurers. Since 2001, German life insurers have had to set an additional reserve due to low interest rates to ensure the protection of policyholders. However, the method introduced at that time to...
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Can risk be shared across investor cohorts? : evidence from a popular savings product
Hombert, Johan; Lyonnet, Victor - 2019
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Technology, education, life and non-life insurance in Africa
Asongu, Simplice - 2019
This article examines the relevance of information and communication technology (ICT) in modulating the effect of education on life insurance and non-life insurance consumption in 48 African countries for the period 2004-2014. Education is measured with primary school, secondary school and...
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CEO overconfidence and shadow-banking life insurer performance under government purchases of distressed assets
Chen, Shi; Lin, Jyh-horng; Yao, Wenyu; Huang, Fu-Wei - In: Risks : open access journal 7 (2019) 1/28, pp. 1-25
There is an increasing influence of machine learning in business applications, with many solutions already implemented and many more being explored. Since the global financial crisis, risk management in banks has gained more prominence, and there has been a constant focus around how risks are...
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Phase-type models in life insurance : fitting and valuation of equity-linked benefits
Asmussen, Søren; Laub, Patrick J.; Yang, Hailiang - In: Risks : open access journal 7 (2019) 1/17, pp. 1-22
Phase-type (PH) distributions are defined as distributions of lifetimes of finite continuous-time Markov processes. Their traditional applications are in queueing, insurance risk, and reliability, but more recently, also in finance and, though to a lesser extent, to life and health insurance....
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Efficient retirement portfolios : using life insurance to meet income and bequest goals in retirement
Dong, Fangyuan; Halen, Nick; Moore, Kristen; Zeng, Qinglai - In: Risks : open access journal 7 (2019) 1/9, pp. 1-11
Life Insurance Retirement Plans (LIRPs) offer tax-deferred cash value accumulation, tax-free withdrawals (if properly structured), and a tax-free death benefit to beneficiaries. Thus, LIRPs share many of the tax advantages of other retirement savings vehicles but with less restrictive...
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Using neural networks to price and hedge variable annuity guarantees
Doyle, Daniel; Groendyke, Chris - In: Risks : open access journal 7 (2019) 1/2, pp. 1-19
This paper explores the use of neural networks to reduce the computational cost of pricing and hedging variable annuity guarantees. Pricing these guarantees can take a considerable amount of time because of the large number of Monte Carlo simulations that are required for the fair value of these...
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