The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios-Reference-Cited by-同舟云学术

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The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios

Published:2009-12 Issue:4 Volume:76 Page:909-931
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:

Author:

Tsai Chenghsien,Kuo Weiyu,Chiang Derek Mi-Hsiu

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2009.01324.x/fullpdf

Reference21 articles.

1. Fair Value of Liabilities: The Financial Economics Perspective;Babbel;North American Actuarial Journal,2002

2. Economic Valuation Models for Insurers;Babbel;North American Actuarial Journal,1998

3. Interest and Mortality Randomness in Some Annuities;Beekman;Insurance: Mathematics and Economics,1990

4. Extra Randomness in Certain Annuity Models;Beekman;Insurance: Mathematics and Economics,1991

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