Market value of life insurance contracts under stochastic interest rates and default risk
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- Chen, An, 2008. "Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1035-1049, June.
- Hainaut, Donatien, 2010. "Optimal design of profit sharing rates by FFT," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 470-478, June.
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- Thai Nguyen & Mitja Stadje, 2018. "Optimal investment for participating insurance contracts under VaR-Regulation," Papers 1805.09068, arXiv.org, revised May 2018.
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