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

By Carole Bernard, Olivier Le Courtois, F. Quittard-Pinon. 2005

79 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/57bbe84d15b034a722ac6abe31ad4c5c7dea8741

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Daniel Bauer
2. Katharina Zaglauer
3. Andreas Reuß
4. D. Singer

In Economics and Econometrics

1. Daniel Bauer
2. Katharina Zaglauer
3. Andreas Reuß
4. D. Singer

In Finance

1. Daniel Bauer
2. Katharina Zaglauer
3. Andreas Reuß
4. D. Singer

Citations in the corpus

• Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (2008, methodology): “However, these articles consider point-to-point guarantees rather than cliquet style guarantees (see, e.g., Barbarin and Devolder (2005), Bernard et al. (2005), Briys and de Varenne (1997), or Nielsen and Sandmann (1995)), or do not allow for the consideration of typical distribution schemes or…”