Minimum Rate of Return Guarantees: The Danish Case
By Mette Hansen, K. Miltersen. 2002
110 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/cb5e6d6b2633844191e74116f637354a07f73038
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
- Laura Ballotta
- Daniel Bauer
- Jochen Russ
- Alexander Kling
- Rüdiger Kiesel
- Anna Rita Bacinello
- Steven Haberman
- Daniel Reed Bergmann
In Economics and Econometrics
- Laura Ballotta
- Daniel Bauer
- Jochen Russ
- Alexander Kling
- Rüdiger Kiesel
- Anna Rita Bacinello
- Daniel Reed Bergmann
- Steven Haberman
In Finance
- Daniel Bauer
- Laura Ballotta
- Rüdiger Kiesel
- Jochen Russ
- Alexander Kling
- Anna Rita Bacinello
- Steven Haberman
- Daniel Reed Bergmann
Citations in the corpus
- Guaranteed Investment Contracts: Distributed and Undistributed Excess Return (2003, background): “The same valuation principle can be used in a competitive market (i.e. with free entry for new insurers offering this type of contracts) for this type of contracts, cf. e.g. Hansen & Miltersen (2000).”
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (2003, background): “Consiglio, Cocco and Zenios (2001a, 2001b), Hansen and Miltersen (2002) , and”
- Risk-neutral valuation of participating life insurance contracts (2006, methodology): “In Hansen and Miltersen (2002), a hybrid of the models by Miltersen and Persson (2003) and Grosen and Jørgensen (2000) is presented.”
- Modelling and Valuation of Guarantees in With-Profit and Unitised with Profit Life Insurance Contracts (2003, methodology): “Thus we would cite Bacinello (2002), Grosen and Jørgensen (2000, 2002), Hansen and Miltersen (2002), Jensen et al (2001), Miltersen and Persson (1999), Persson and Aase (1997) who have used market-based methodology, involving arbitrage free models, to investigate a range of different policy designs.”
- On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (2010, background): “Moreover, the setup is not restricted to the valuation of one “entire” insurance contracts, but, on one hand, it can also be used to determine the value of multiple contracts at a time (see [26]) or, on the other hand, parts of insurance contracts, such as embedded options.”