Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
By Katharina Zaglauer, Daniel Bauer. 2008
66 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/f6cd5f49b71f316cfa8c690b6eb459b14b3dabf7
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
In Economics and Econometrics
- Andreas Reuß
- D. Singer
- Daniel Bauer
- Rüdiger Kiesel
- Daniel Reed Bergmann
- X. Lin
- Guojun Gan
- Saralees Nadarajah
In Finance
- Andreas Reuß
- D. Singer
- Daniel Bauer
- Daniel Reed Bergmann
- Rüdiger Kiesel
- Guojun Gan
- X. Lin
- Saralees Nadarajah
Citations in the corpus
- On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (2010, methodology): “Hence, by combining all cases and conditions, we obtain (see Zaglauer and Bauer (2008)):”
- On the Calculation of the Solvency Capital Requirement Based on Nested Simulations (2012, methodology): “3 Asset Model For the evolution of the financial market, similarly to Zaglauer and Bauer (2009), we assume a generalized Black-Scholes model with stochastic interest rates (Vasicek model).”