Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework
Author:
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s13385-024-00396-2.pdf
Reference15 articles.
1. Bacinello AR, Chen A, Sehner T, Millossovich P (2021) On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk. Risks 9(1):20
2. Barigou K, Chen Z, Dhaene J (2019) Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market-and time-consistency. Insur Math Econ 88:19–29
3. Barigou K, Linders D, Yang F (2022) Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. Scand Actuar J 2023:191–217
4. Deelstra G, Devolder P, Gnameho K, Hieber P (2020) Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method. ASTIN Bull 50(3):709–742
5. Devolder P, Azizieh C (2013) Margrabe option and life insurance with participation. Bull Français d’Actuar 13(26):47–77
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