Asset and liability modelling for participating policies with guarantees-Reference-Cited by-同舟云学术

Asset and liability modelling for participating policies with guarantees

Published:2008-04 Issue:1 Volume:186 Page:380-404
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Consiglio Andrea,Cocco Flavio,Zenios Stavros A.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference25 articles.

1. An economic approach to valuation of single premium deferred annuities;Asay,1993

2. Economic valuation models for insurers;Babbel;North American Actuarial Journal,1998

3. Fair pricing of life insurance participating policies with a minimum guarantee;Bacinello;Astin Bulletin,2001

4. Reserving for maturity guarantees: Two approaches;Boyle;Insurance: Mathematics & Economics,1997

5. Equilibrium prices of guarantees under equity-linked contracts;Boyle;Journal of Risk and Insurance,1977

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