On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View

By Daniel Bauer, Daniel Reed Bergmann, Rüdiger Kiesel. ASTIN Bulletin: The Journal of the International Actuarial Association, 2010

47 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c9b506145ef5477575a81a147bccbfd985c54a93

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. Andreas Reuß
2. D. Singer
3. Daniel Bauer
4. X. Lin
5. Guojun Gan

In Economics and Econometrics

1. Andreas Reuß
2. D. Singer
3. Daniel Bauer
4. X. Lin
5. Guojun Gan

In Finance

1. Andreas Reuß
2. D. Singer
3. Daniel Bauer
4. Guojun Gan
5. X. Lin

Citations in the corpus

• On the Calculation of the Solvency Capital Requirement Based on Nested Simulations (2012, methodology): “for modeling the evolution of the liabilities, we rely on the so-called MUST-case from Bauer et al. (2006). This distribution mechanism describes what insurers are obligated to pass on to policyholders according to German regulatory and legal requirements: On the one hand, companies are obligated to”