Guarantees in With-Profit and Unitized With-Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2006.00167.x/fullpdf
Reference16 articles.
1. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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4. Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications
5. R. G. Chadburn , 1998 , Controlling Solvency and Maximizing Policyholders' Returns: A Comparison of Management Strategies for Accumulating With-Profits Long-Term Insurance Business,Actuarial Research PaperNo. 115 , Department of Actuarial Science and Statistics, City University, London.
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