Eckert, Jonas; Graf, Stefan; Kling, Alexander; Ruß, Jochen Cross-subsidizing effects between existing and new policyholders in traditional life insurance. (English) Zbl 1520.91324 Eur. Actuar. J. 13, No. 1, 183-211 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Eckert} et al., Eur. Actuar. J. 13, No. 1, 183--211 (2023; Zbl 1520.91324) Full Text: DOI
Hieber, Peter; Lucas, Nathalie Modern life-care tontines. (English) Zbl 1492.91296 ASTIN Bull. 52, No. 2, 563-589 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{P. Hieber} and \textit{N. Lucas}, ASTIN Bull. 52, No. 2, 563--589 (2022; Zbl 1492.91296) Full Text: DOI
Hanna, Vanessa; Hieber, Peter; Devolder, Pierre Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. (English) Zbl 1492.91294 Scand. Actuar. J. 2022, No. 5, 421-446 (2022). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{V. Hanna} et al., Scand. Actuar. J. 2022, No. 5, 421--446 (2022; Zbl 1492.91294) Full Text: DOI Link
Hieber, Peter; Natolski, Jan; Werner, Ralf Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios. (English) Zbl 1422.91354 Scand. Actuar. J. 2019, No. 6, 478-507 (2019). MSC: 91B30 91G30 91G20 PDFBibTeX XMLCite \textit{P. Hieber} et al., Scand. Actuar. J. 2019, No. 6, 478--507 (2019; Zbl 1422.91354) Full Text: DOI
Bienek, T.; Scherer, M. Valuation of contingent guarantees using least-squares Monte Carlo. (English) Zbl 1419.91348 ASTIN Bull. 49, No. 1, 31-56 (2019). MSC: 91B30 91G20 60G40 60G44 91G60 PDFBibTeX XMLCite \textit{T. Bienek} and \textit{M. Scherer}, ASTIN Bull. 49, No. 1, 31--56 (2019; Zbl 1419.91348) Full Text: DOI
Burkhart, Tobias; Reuß, Andreas; Zwiesler, Hans-Joachim Allowance for surplus funds under Solvency II: adequate reflection of risk sharing between policyholders and shareholders in a risk-based solvency framework? (English) Zbl 1394.91196 Eur. Actuar. J. 7, No. 1, 51-88 (2017). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{T. Burkhart} et al., Eur. Actuar. J. 7, No. 1, 51--88 (2017; Zbl 1394.91196) Full Text: DOI
Hieber, Peter Cliquet-style return guarantees in a regime switching Lévy model. (English) Zbl 1394.91219 Insur. Math. Econ. 72, 138-147 (2017). MSC: 91B30 60G51 91G20 PDFBibTeX XMLCite \textit{P. Hieber}, Insur. Math. Econ. 72, 138--147 (2017; Zbl 1394.91219) Full Text: DOI
Bohnert, Alexander; Gatzert, Nadine; Jørgensen, Peter Løchte On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes. (English) Zbl 1308.91076 Insur. Math. Econ. 60, 83-97 (2015). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{A. Bohnert} et al., Insur. Math. Econ. 60, 83--97 (2015; Zbl 1308.91076) Full Text: DOI
Eling, Martin; Holder, Stefan The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design. (English) Zbl 1290.91085 Insur. Math. Econ. 53, No. 3, 491-503 (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Eling} and \textit{S. Holder}, Insur. Math. Econ. 53, No. 3, 491--503 (2013; Zbl 1290.91085) Full Text: DOI Link
Faust, Roger; Schmeiser, Hato; Zemp, Alexandra A performance analysis of participating life insurance contracts. (English) Zbl 1284.91231 Insur. Math. Econ. 51, No. 1, 158-171 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{R. Faust} et al., Insur. Math. Econ. 51, No. 1, 158--171 (2012; Zbl 1284.91231) Full Text: DOI Link
Bohnert, Alexander; Gatzert, Nadine Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective. (English) Zbl 1235.91081 Insur. Math. Econ. 50, No. 1, 64-78 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Bohnert} and \textit{N. Gatzert}, Insur. Math. Econ. 50, No. 1, 64--78 (2012; Zbl 1235.91081) Full Text: DOI
Schmeiser, H.; Wagner, J. A joint valuation of premium payment and surrender options in participating life insurance contracts. (English) Zbl 1228.91048 Insur. Math. Econ. 49, No. 3, 580-596 (2011). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{H. Schmeiser} and \textit{J. Wagner}, Insur. Math. Econ. 49, No. 3, 580--596 (2011; Zbl 1228.91048) Full Text: DOI Link
Zemp, Alexandra Risk comparison of different bonus distribution approaches in participating life insurance. (English) Zbl 1218.91099 Insur. Math. Econ. 49, No. 2, 249-264 (2011). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Zemp}, Insur. Math. Econ. 49, No. 2, 249--264 (2011; Zbl 1218.91099) Full Text: DOI Link
Steffensen, Mogens; Waldstrøm, Stephan A two-account model of pension saving contracts. (English) Zbl 1224.91086 Scand. Actuar. J. 2009, No. 3, 169-186 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. Steffensen} and \textit{S. Waldstrøm}, Scand. Actuar. J. 2009, No. 3, 169--186 (2009; Zbl 1224.91086) Full Text: DOI
Gatzert, Nadine Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement. (English) Zbl 1152.91580 Insur. Math. Econ. 42, No. 2, 839-849 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{N. Gatzert}, Insur. Math. Econ. 42, No. 2, 839--849 (2008; Zbl 1152.91580) Full Text: DOI
Gerstner, Thomas; Griebel, Michael; Holtz, Markus; Goschnick, Ralf; Haep, Marcus A general asset-liability management model for the efficient simulation of portfolios of life insurance policies. (English) Zbl 1152.91581 Insur. Math. Econ. 42, No. 2, 704-716 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{T. Gerstner} et al., Insur. Math. Econ. 42, No. 2, 704--716 (2008; Zbl 1152.91581) Full Text: DOI
Kassberger, Stefan; Kiesel, Rüdiger; Liebmann, Thomas Fair valuation of insurance contracts under Lévy process specifications. (English) Zbl 1141.91519 Insur. Math. Econ. 42, No. 1, 419-433 (2008). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{S. Kassberger} et al., Insur. Math. Econ. 42, No. 1, 419--433 (2008; Zbl 1141.91519) Full Text: DOI
Yang, Sharon S.; Yueh, Meng-Lan; Tang, Chun-Hua Valuation of the interest rate guarantee embedded in defined contribution pension plans. (English) Zbl 1141.91554 Insur. Math. Econ. 42, No. 3, 920-934 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{S. S. Yang} et al., Insur. Math. Econ. 42, No. 3, 920--934 (2008; Zbl 1141.91554) Full Text: DOI
Nordahl, Helge A. Valuation of life insurance surrender and exchange options. (English) Zbl 1141.91539 Insur. Math. Econ. 42, No. 3, 909-919 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{H. A. Nordahl}, Insur. Math. Econ. 42, No. 3, 909--919 (2008; Zbl 1141.91539) Full Text: DOI
Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A. Asset and liability modelling for participating policies with guarantees. (English) Zbl 1138.91491 Eur. J. Oper. Res. 186, No. 1, 380-404 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Consiglio} et al., Eur. J. Oper. Res. 186, No. 1, 380--404 (2008; Zbl 1138.91491) Full Text: DOI Link
Kleinow, Torsten; Willder, Mark The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees. (English) Zbl 1183.91072 Insur. Math. Econ. 40, No. 3, 445-458 (2007). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{T. Kleinow} and \textit{M. Willder}, Insur. Math. Econ. 40, No. 3, 445--458 (2007; Zbl 1183.91072) Full Text: DOI
Kling, Alexander; Richter, Andreas; Ruß, Jochen The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies. (English) Zbl 1273.91238 Insur. Math. Econ. 40, No. 1, 164-178 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Kling} et al., Insur. Math. Econ. 40, No. 1, 164--178 (2007; Zbl 1273.91238) Full Text: DOI
Steffensen, Mogens Surplus-linked life insurance. (English) Zbl 1142.91044 Scand. Actuar. J. 2006, No. 1, 1-22 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{M. Steffensen}, Scand. Actuar. J. 2006, No. 1, 1--22 (2006; Zbl 1142.91044) Full Text: DOI
Bauer, Daniel; Kiesel, Rüdiger; Kling, Alexander; Ruß, Jochen Risk-neutral valuation of participating life insurance contracts. (English) Zbl 1098.91067 Insur. Math. Econ. 39, No. 2, 171-183 (2006). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{D. Bauer} et al., Insur. Math. Econ. 39, No. 2, 171--183 (2006; Zbl 1098.91067) Full Text: DOI
Miltersen, Kristian R.; Persson, Svein-Arne Guaranteed investment contracts: distributed and undistributed excess return. (English) Zbl 1092.91053 Scand. Actuar. J. 2003, No. 4, 257-279 (2003). Reviewer: A. D. Borisenko(Kyïv) MSC: 91B30 91B28 62P05 60J65 62E10 PDFBibTeX XMLCite \textit{K. R. Miltersen} and \textit{S.-A. Persson}, Scand. Actuar. J. 2003, No. 4, 257--279 (2003; Zbl 1092.91053) Full Text: DOI
Bacinello, Anna Rita Pricing guaranteed life insurance participating policies with annual premiums and surrender option. (English) Zbl 1084.62519 N. Am. Actuar. J. 7, No. 3, 1-17 (2003). MSC: 62P05 91B30 91G20 PDFBibTeX XMLCite \textit{A. R. Bacinello}, N. Am. Actuar. J. 7, No. 3, 1--17 (2003; Zbl 1084.62519) Full Text: DOI
Lindset, Snorre Pricing of multi-period rate of return guarantees. (English) Zbl 1103.91351 Insur. Math. Econ. 33, No. 3, 629-644 (2003). MSC: 91B28 PDFBibTeX XMLCite \textit{S. Lindset}, Insur. Math. Econ. 33, No. 3, 629--644 (2003; Zbl 1103.91351) Full Text: DOI