Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference29 articles.
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2. Fair valuation of a guaranteed life insurance participating contract embedding a surrender option;Bacinello;Journal of Risk and Insurance,2003
3. 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,2006
4. Risk measure and fair valuation in life insurance;Barbarin;Insurance: Mathematics and Economics,2005
5. Arbitrage Theory in Continuous Time;Björk,2009
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