Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
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Elsevier BV
Reference35 articles.
1. Interest Rate Risk Management and Valuation of the Surrender Option in Life Insurance Policies;M.-O Albizzati;Journal of Risk and Insurance,1994
2. Economic Valuation Models for Insurers;D F Babbel;North American Actuarial Journal. Forthcoming,1999
3. Pricing Equity-Linked Life Insurance with Endogenous Minimum Guarantees: A Corrigendum;A R Baccinello;Insurance: Mathematics and Economics,1993
4. Better Late than Never: The Case of the Rollover Option;C Bilodeau;Insurance: Mathematics and Economics,1997
5. The Pricing of Options and Corporate Liabilities;F Black;Journal of Political Economy,1973
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1. Exchange ratios in a merger with stochastic capital reserves: fair valuation and embedded options;Managerial Finance;2008-03-14
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