The Risk of Variable Annuity Guarantees and Life Insurer Capital
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DOI: 10.1515/apjri-2016-0001
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- Etti G. Baranoff & Savas Papadopoulos & Thomas W. Sager, 2007. "Capital and Risk Revisited: A Structural Equation Model Approach for Life Insurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(3), pages 653-681, September.
- Bauer, Daniel & Kling, Alexander & Russ, Jochen, 2008. "A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities1," ASTIN Bulletin, Cambridge University Press, vol. 38(2), pages 621-651, November.
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Keywords
variable annuities with guaranteed benefits; life insurers; capital; asset risk;All these keywords.
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