Scenario-based life insurance prognoses in a multi-state Markov model
Author:
Funder
Højteknologifonden
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s13385-016-0137-8.pdf
Reference11 articles.
1. Bohnert A (2015) The impact of guarantees on the performance of pension saving schemes: insights from the literature. Risks 3(4):515–542. doi: 10.3390/risks3040515
2. Christiansen MC, Henriksen LFB, Schomacker KJ, Steffensen M (2016) Stress scenario generation for solvency and risk management. Scand Actuar J 2016(6):502–529. doi: 10.1080/03461238.2014.971860
3. Glasserman P (2004) Monte Carlo methods in financial engineering. Springer, Berlin
4. Guillén M, Konicz AK, Nielsen JP, Pérez-Marín AM (2013) Do not pay for a danish interest guarantee. The law of the triple blow. Ann Actuar Sci 7:192–209. doi: 10.1017/S1748499512000176
5. Guillén M, Nielsen JP, Pérez-Marín AM (2013) Petersen KS (2013) Performance measurement of pension strategies: a case study of danish life-cycle products. Scand Actuar J 2013(1):49–68. doi: 10.1080/03461238.2010.546138
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