Early default risk and surrender risk: Impacts on participating life insurance policies-Reference-Cited by-同舟云学术

Early default risk and surrender risk: Impacts on participating life insurance policies

Published:2018-01 Issue: Volume:78 Page:30-43
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Cheng Chunli,Li Jing

Funder

German Research Foundation

Publisher

Elsevier BV

Subject

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

Reference32 articles.

1. Andreatta, G., Corradin, S., 2003. Fair Value of Life Liabilities with Embedded Options: An Application to a Portfolio of Italian Insurance Policies. Working Paper.

2. Pricing guaranteed life insurance participating policies with annual premiums and surrender option;Bacinello;N. Am. Actuar. J.,2003

3. Endogenous model of surrender conditions in equity-linked life insurance;Bacinello;Insurance Math. Econom.,2005

4. Regression-based algorithms for life insurance contracts with surrender guarantees;Bacinello;Quant. Finance,2010

5. On the risk-neutral valuation of life insurance contracts with numerical methods in view;Bauer;Astin Bull.,2010

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