The impact of longevity and investment risk on a portfolio of life insurance liabilities
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s13385-018-0175-5/fulltext.html
Reference26 articles.
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2. Ballotta L, Haberman S (2003) Valuation of guaranteed annuity conversion options. Insur Math Econ 33(1):87–108
3. Ballotta L, Haberman S (2006) The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Insur Math Econ 38(1):195–214
4. Ballotta L, Esposito G, Haberman S (2006a) The IASB insurance project for life insurance contracts: impact on reserving methods and solvency requirements. Insur Math Econ 39(3):356–375
5. Ballotta L, Haberman S, Wang N (2006b) Guarantees in with-profit and unitized with-profit life insurance contracts: fair valuation problem in presence of the default option. J Risk Insur 73(1):97–121
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