Blanchet-Scalliet, Christophette; Dorobantu, Diana; Salhi, Yahia A model-point approach to indifference pricing of life insurance portfolios with dependent lives. (English) Zbl 1429.91276 Methodol. Comput. Appl. Probab. 21, No. 2, 423-448 (2019). MSC: 91G05 62P05 60H10 PDFBibTeX XMLCite \textit{C. Blanchet-Scalliet} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 423--448 (2019; Zbl 1429.91276) Full Text: DOI HAL
Bégin, Jean-François Economic scenario generator and parameter uncertainty: a Bayesian approach. (English) Zbl 1410.91256 ASTIN Bull. 49, No. 2, 335-372 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J.-F. Bégin}, ASTIN Bull. 49, No. 2, 335--372 (2019; Zbl 1410.91256) Full Text: DOI
Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary Analysis of survivorship life insurance portfolios with stochastic rates of return. (English) Zbl 1394.91200 Insur. Math. Econ. 75, 16-31 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{L. Chen} et al., Insur. Math. Econ. 75, 16--31 (2017; Zbl 1394.91200) Full Text: DOI
Nolde, Natalia; Parker, Gary Stochastic analysis of life insurance surplus. (English) Zbl 1304.91124 Insur. Math. Econ. 56, 1-13 (2014). MSC: 91B30 62P05 91G10 PDFBibTeX XMLCite \textit{N. Nolde} and \textit{G. Parker}, Insur. Math. Econ. 56, 1--13 (2014; Zbl 1304.91124) Full Text: DOI
Huang, Hong-Chih; Lee, Yung-Tsung Optimal asset allocation for a general portfolio of life insurance policies. (English) Zbl 1231.91404 Insur. Math. Econ. 46, No. 2, 271-280 (2010). MSC: 91G10 91G80 91B30 PDFBibTeX XMLCite \textit{H.-C. Huang} and \textit{Y.-T. Lee}, Insur. Math. Econ. 46, No. 2, 271--280 (2010; Zbl 1231.91404) Full Text: DOI
Christiansen, Marcus C.; Helwich, Marko Some further ideas concerning the interaction between insurance and investment risks. (English. German summary) Zbl 1293.91094 Bl. DGVFM 29, No. 2, 253-266 (2008). MSC: 91B30 62P05 91G70 PDFBibTeX XMLCite \textit{M. C. Christiansen} and \textit{M. Helwich}, Bl. DGVFM 29, No. 2, 253--266 (2008; Zbl 1293.91094) Full Text: DOI
Cox, Samuel H.; Lin, Yijia Natural hedging of life and annuity mortality risks. (English) Zbl 1480.91196 N. Am. Actuar. J. 11, No. 3, 1-15 (2007). MSC: 91G05 91G20 PDFBibTeX XMLCite \textit{S. H. Cox} and \textit{Y. Lin}, N. Am. Actuar. J. 11, No. 3, 1--15 (2007; Zbl 1480.91196) Full Text: DOI Link
Tsai, Chenghsien; Kuo, Weiyu; Chen, Wei-Kuang Early surrender and the distribution of policy reserves. (English) Zbl 1031.62092 Insur. Math. Econ. 31, No. 3, 429-445 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{C. Tsai} et al., Insur. Math. Econ. 31, No. 3, 429--445 (2002; Zbl 1031.62092) Full Text: DOI