Author:
Eling Martin,Kochanski Michael
Reference48 articles.
1. Albizzati, M.‐O. and Geman, H. (1994), “Interest rate risk management and valuation of the surrender option in life insurance policies”,Journal of Risk and Insurance, Vol. 61 No. 4, pp. 616‐637.
2. American Academy of Actuaries (2005),Recommended Approach for Setting Regulatory Risk‐Based Capital Requirements for Variable Annuities and Similar Products, American Academy of Actuaries, Boston, MA.
3. Anderson, L. and Stafford, S. (2009), “Individual decision‐making experiments with risk and intertemporal choice”,Journal of Risk and Uncertainty, Vol. 38 No. 1, pp. 51‐72.
4. Bacinello, A.R. (2003a), “Fair valuation of a guaranteed life insurance participating contract embedding a surrender option”,Journal of Risk and Insurance, Vol. 70 No. 3, pp. 461‐487.
5. Bacinello, A.R. (2003b), “Pricing guaranteed life insurance participating policies with annual premiums and surrender option”,North American Actuarial Journal, Vol. 7 No. 3, pp. 1‐17.
Cited by
54 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