Long Dated Life Insurance and Pension Contracts
نویسندگان
چکیده
منابع مشابه
On Valuation and Control in Life and Pension Insurance
My interest in the topics dealt with in this thesis was aroused during my graduate studies and the preparation of my master's thesis. I realized a number of open questions and wanted to search for some of the answers. This search started with my master's thesis and continues with the present thesis. Chapter 2 is closely related to parts of my master's thesis. However, the framework and the resu...
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Acknowledgements I would like to thank Hanspeter Schmidli for encouragement and support, and for comments on early versions of the published papers. I am deeply indebted to Mogens Steffensen for his encouragement, support, and general guidance, and for many valuable discussions in relation to my work as well as to other matters. He has played a role of great significance as a supervisor, collea...
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High correlations between risks can increase required insurer capital and/or reduce the availability of insurance. For such insurance lines, securitization is rapidly emerging as an alternative form of risk transfer. The ultimate success of securitization in replacing or complementing traditional insurance and reinsurance products depends on the ability of securitization to facilitate and/or be...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1855563