Abstract

Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Similar Papers

Paper Title
Journal
Date
Author
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products
Svein-Arne Persson ... Knut K Aase
The Journal of Risk and Insurance | VOL. 64
Svein-Arne Persson, et. al.Svein-Arne Persson ... Knut K Aase
01 Dec 1997
The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options
Martino Grasselli ... Christopher Van Weverberg
Insurance Mathematics and Economics | VOL. 71
Martino Grasselli, et. al.Martino Grasselli ... Christopher Van Weverberg
28 Sep 2016
The Role of the Dependence between Mortality and Interest Rates When Pricing Guaranteed Annuity Options
Christopher Van Weverberg ... Martino Grasselli
SSRN Electronic Journal | VOL. -
Christopher Van Weverberg, et. al.Christopher Van Weverberg ... Martino Grasselli
11 Oct 2015
A linear algebraic method for pricing temporary life annuities and insurance policies
R Mamon ... P Date
Insurance Mathematics and Economics | VOL. 47
R Mamon, et. al.R Mamon ... P Date
25 Apr 2010
View more papers

More From: European Actuarial Journal

Paper Title
Journal
Date
Author
On duration effects in non-life insurance pricing
Mathias Lindholm ... Taariq Nazar
European Actuarial Journal | VOL. -
Mathias Lindholm, et. al.Mathias Lindholm ... Taariq Nazar
27 May 2024
Profit and loss attribution: an empirical study
Solveig Flaig ... Gero Junike
European Actuarial Journal | VOL. -
Solveig Flaig, et. al.Solveig Flaig ... Gero Junike
24 May 2024
Is accumulation risk in cyber methodically underestimated?
Gabriela Zeller ... Matthias Scherer
European Actuarial Journal | VOL. -
Gabriela Zeller, et. al.Gabriela Zeller ... Matthias Scherer
16 May 2024
Network analytics for insurance fraud detection: a critical case study
Bruno Deprez ... Bart Baesens
European Actuarial Journal | VOL. -
Bruno Deprez, et. al.Bruno Deprez ... Bart Baesens
14 May 2024
View more papers