Participating Life Insurance Products with Alternative Guarantees: Reconciling Policyholders’ and Insurers’ Interests
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References listed on IDEAS
- Bjarke Jensen & Peter Løchte Jørgensen & Anders Grosen, 2001.
"A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities,"
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More about this item
Keywordsparticipating life insurance; interest rate guarantees; capital efficiency; asset allocation; profit participation rate; policyholder’s expected return; solvency capital requirements; Solvency II; SST; market-consistent valuation;
- C - Mathematical and Quantitative Methods
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
- M2 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics
- M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting
- K2 - Law and Economics - - Regulation and Business Law
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