On the regulator–insurer interaction in a structural model

Author:

Bernard Carole,Chen An

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference23 articles.

1. A Lévy process-based framework for the fair valuation of participating life insurance contracts;Ballotta;Insurance: Mathematics and Economics,2005

2. Guarantees in with-profit and unitised with-profit life insurance contracts: Fair valuation problem in presence of the default option;Ballotta;Journal of Risk and Insurance,2005

3. C. Bernard, A. Chen, A.A.J. Pelsser, Cost of regulation under solvency II, 2008, Life & Pensions (in press)

4. Market value of life insurance contracts under stochastic interest rates and default risk;Bernard;Insurance: Mathematics and Economics,2005

5. Development and pricing of a new participating contract;Bernard;North American Actuarial Journal,2006

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