Modelling and Valuation of Guarantees in With-Profit and Unitised with Profit Life Insurance Contracts
By Steven Haberman, Laura Ballotta, Nan Wang. 2003
55 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/3e2973ffa0c2408f88b1b3fd8c0354a009884aac
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In Demography
In Economics and Econometrics
In Management Science and Operations Research
Citations in the corpus
- A Levy Process-based Framework for the Fair Valuation of Participating Life Insurance Contracts (2005, methodology): “…communication is to consider the valuation problem for one of the smoothing schemes commonly used by insurance companies in the UK and analyzed by Haberman et al. (2003), when a more realistic formulation of the stochastic process driving the reference portfolio is made, than the usual geometric…”