Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy-Reference-Cited by-同舟云学术

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Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy

Published:2021-10-28 Issue: Volume: Page:1-26
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Hanna Vanessa¹,Hieber Peter¹²³,Devolder Pierre¹

Affiliation:

1. Institute of Statistics, Biostatistics and Actuarial Sciences, UCLouvain, Louvain-La-Neuve, Belgium

2. Institute of Insurance Science, Ulm University, Ulm, Germany

3. Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Lausanne, Switzerland

Funder

chair Ethias

DAAD Prime

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2021.1992001

Reference36 articles.

1. Equity-linked life insurance based on traditional products: the case of Select Products

2. Reference point adaptation: Tests in the domain of security trading

3. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed

4. Variable annuities: A unifying valuation approach

5. Design and Pricing of Equity‐Linked Life Insurance under Stochastic Interest Rates

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers;Risks;2023-07-21

2. Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates;European Actuarial Journal;2023-06-23

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