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The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements

Listed author(s):
  • Ballotta, Laura
  • Esposito, Giorgia
  • Haberman, Steven

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/pii/S0167-6687(06)00065-5
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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 39 (2006)
Issue (Month): 3 (December)
Pages: 356-375

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Handle: RePEc:eee:insuma:v:39:y:2006:i:3:p:356-375
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505554

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  1. Ballotta, Laura, 2005. "A Lévy process-based framework for the fair valuation of participating life insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 173-196, October.
  2. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997. " Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, vol. 52(5), pages 2003-2049, December.
  3. Brennan, Michael J. & Schwartz, Eduardo S., 1976. "The pricing of equity-linked life insurance policies with an asset value guarantee," Journal of Financial Economics, Elsevier, vol. 3(3), pages 195-213, June.
  4. Gerry Dickinson & Patrick M. Liedtke, 2004. "Impact of a Fair Value Financial Reporting System on Insurance Companies: A Survey," The Geneva Papers on Risk and Insurance, The International Association for the Study of Insurance Economics, vol. 29(3), pages 540-581, July.
  5. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
  6. Peter Carr & Helyette Geman, 2002. "The Fine Structure of Asset Returns: An Empirical Investigation," The Journal of Business, University of Chicago Press, vol. 75(2), pages 305-332, April.
  7. Gerry Dickinson & Patrick M. Liedtke, 2004. "Impact of a Fair Value Financial Reporting System on Insurance Companies: A Survey," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 29(3), pages 540-581, July.
  8. Laura Ballotta & Steven Haberman & Nan Wang, 2006. "Guarantees in With-Profit and Unitized With-Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(1), pages 97-121.
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