Valuation of life insurance products under stochastic interest rates

Stochastic Interest ◽

Valuation Of Life

Equity-linked life insurance: A model with stochastic interest rates

Insurance Mathematics and Economics ◽

10.1016/0167-6687(95)00007-f ◽

1995 ◽

Vol 16 (3) ◽

pp. 225-253 ◽

Cited By ~ 39

Author(s):

J. Aase Nielsen ◽

Klaus Sandmann

Keyword(s):

Interest Rates ◽

Life Insurance ◽

Design and Pricing of Equity‐Linked Life Insurance under Stochastic Interest Rates

The Journal of Risk Finance ◽

10.1108/eb043484 ◽

2002 ◽

Vol 3 (2) ◽

pp. 6-21 ◽

Cited By ~ 19

Author(s):

ANNA RITA BACINELLO ◽

SVEIN‐ARNE PERSSON

Keyword(s):

Interest Rates ◽

Life Insurance ◽

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

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2005.01.002 ◽

2005 ◽

Vol 36 (3) ◽

pp. 499-516 ◽

Cited By ~ 47

Author(s):

Carole Bernard ◽

Olivier Le Courtois ◽

François Quittard-Pinon

Keyword(s):

Interest Rates ◽

Life Insurance ◽

Default Risk ◽

Market Value ◽

Value Of Life ◽

Insurance Contracts ◽

Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.276701 ◽

2001 ◽

Cited By ~ 2

Author(s):

Anna Rita Bacinello ◽

Svein-Arne Persson

Keyword(s):

Interest Rates ◽

Life Insurance ◽

“Authors’ Reply: Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti, October 2000 - Discussion by Fabrizio Cacciafesta

North American Actuarial Journal ◽

10.1080/10920277.2002.10596068 ◽

2002 ◽

Vol 6 (4) ◽

pp. 110-113

Author(s):

Maria Giuseppina Bruno ◽

Emanuela Camerini ◽

Alvaro Tomassetti

Keyword(s):

Interest Rates ◽

Life Insurance ◽

Evaluation Methods ◽

Insurance Policies ◽

Level Premium Model for Portfolio of Life Insurance Contracts with Stochastic Interest Rates

2006 International Conference on Management Science and Engineering ◽

10.1109/icmse.2006.314037 ◽

2006 ◽

Author(s):

Dong Ming

Keyword(s):

Interest Rates ◽

Life Insurance ◽

Insurance Contracts ◽

Stochastic Interest ◽

Premium Model

Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates

North American Actuarial Journal ◽

10.1080/10920277.2000.10595937 ◽

2000 ◽

Vol 4 (4) ◽

pp. 44-55 ◽

Cited By ~ 7

Author(s):

Maria Giuseppina Bruno ◽

Emanuela Camerini ◽

Alvaro Tomassetti

Keyword(s):

Interest Rates ◽

Life Insurance ◽

Insurance Policies ◽

“Financial and Demographic Risk of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” M. G. Bruno, E. Camerini, and A. Tomassetti, October 2000

North American Actuarial Journal ◽

10.1080/10920277.2001.10596022 ◽

2001 ◽

Vol 5 (4) ◽

pp. 112-114 ◽

Cited By ~ 1

Author(s):

Fabrizio Cacciafesta

Keyword(s):

Interest Rates ◽

Life Insurance ◽

Evaluation Methods ◽

Insurance Policies ◽

Stochastic Interest ◽

Demographic Risk

Life Insurance with Stochastic Interest Rates

Financial Risk in Insurance ◽

10.1007/978-3-642-57846-5_1 ◽

2000 ◽

pp. 1-24 ◽

Cited By ~ 1

Author(s):

Hans Bühlmann

Keyword(s):

Interest Rates ◽

Life Insurance ◽

Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets

10.1007/978-3-642-17041-6 ◽

2004 ◽

Cited By ~ 7

Author(s):

Holger Kraft

Keyword(s):

Interest Rates ◽

Optimal Portfolios ◽