Market value of life insurance contracts under stochastic interest rates and default risk

2005 ◽  
Vol 36 (3) ◽  
pp. 499-516 ◽  
Author(s):  
Carole Bernard ◽  
Olivier Le Courtois ◽  
François Quittard-Pinon
Keyword(s):  
Interest Rates ◽  
Life Insurance ◽  
Default Risk ◽  
Market Value ◽  
Value Of Life ◽  
Stochastic Interest Rates ◽  
Insurance Contracts ◽  
Stochastic Interest

Pricing catastrophe swaps with default risk and stochastic interest rates

2020 ◽  
pp. 101314 ◽  
Author(s):  
Chien-Ling Lo ◽  
Carolyn W. Chang ◽  
Jin-Ping Lee ◽  
Min-Teh Yu
Keyword(s):  
Interest Rates ◽  
Default Risk ◽  
Stochastic Interest Rates ◽  
Stochastic Interest
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