-
1
-
-
84948626164
-
Pricing of Unit-Linked Life Insurance Policies
-
AASE, KNUT K., and SVEIN-ARNE PERSSON. 1994. Pricing of Unit-Linked Life Insurance Policies. Scandinavian Actuarial Journal 1: 26-52.
-
(1994)
Scandinavian Actuarial Journal
, vol.1
, pp. 26-52
-
-
Aase, K.1
Persson, S.-A.2
-
2
-
-
85011193542
-
-
ADVANTAGE GROUP. 2001. Online at www.indexannuity.org, accessed 31 December.
-
(2001)
-
-
-
4
-
-
0002802708
-
On the Risk of Stocks in the Long Run
-
BODIE, ZVI. 1995. On the Risk of Stocks in the Long Run. Financial Analysts Journal 51(3): 18-22.
-
(1995)
Financial Analysts Journal
, vol.51
, Issue.3
, pp. 18-22
-
-
Bodie, Z.V.I.1
-
5
-
-
0001018312
-
The Pricing of Equity-Linked Life Insurance Policies with an Asset Value Guarantee
-
BRENNAN, MICHAEL J., and EDUARDO S. SCHWARTZ. 1976. The Pricing of Equity-Linked Life Insurance Policies with an Asset Value Guarantee. Journal of Financial Economics 3: 195-213.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 195-213
-
-
Brennan, M.1
Eduardo, S.2
-
6
-
-
0003423896
-
Controlled Markov Processes and Viscosity Solutions
-
New York: Springer
-
FLEMING, WENDELL H., and H. M. SONER. 1993. Controlled Markov Processes and Viscosity Solutions. Applications of Mathematics 25. New York: Springer.
-
(1993)
Applications of Mathematics
, pp. 25
-
-
Fleming, W.1
Soner, H.M.2
-
8
-
-
85011140446
-
Pricing Dynamic Investment Fund Protection
-
Discussions 37-41 and 5(1): 153-57
-
GERBER, HANS U., and GERARD PAFUMI. 2000. Pricing Dynamic Investment Fund Protection. North American Actuarial Journal 4(2): 28-37; Discussions 37-41 and 5(1): 153-57.
-
(2000)
North American Actuarial Journal
, vol.4
, Issue.2
, pp. 28-37
-
-
Gerber, H.1
Gerard, P.2
-
9
-
-
85011221804
-
Pricing Perpetual Fund Protection with Withdrawal Option
-
Discussions 77-92 and 8(1) (2004): 96-99
-
GERBER, HANS U., and ELIAS S. W. SHIU. 2003. Pricing Perpetual Fund Protection with Withdrawal Option. North American Actuarial Journal 7(2): 60-77; Discussions 77-92 and 8(1) (2004): 96-99.
-
(2003)
North American Actuarial Journal
, vol.7
, Issue.2
, pp. 60-77
-
-
Gerber, H.1
Elias, S.2
-
11
-
-
85011139827
-
Dynamic Fund Protection
-
Discussion 49-51
-
IMAI, JUNICHI, and PHELIM P. BOYLE. 2001. Dynamic Fund Protection. North American Actuarial Journal 5(3): 31-49; Discussion 49-51.
-
(2001)
North American Actuarial Journal
, vol.5
, Issue.3
, pp. 31-49
-
-
Imai, J.1
Phelim, P.2
-
13
-
-
85011222708
-
Valuation of Equity-Indexed Annuities under Stochastic Interest Rates
-
LIN, X. SHELDON, and KEN SENG TAN. 2003. Valuation of Equity-Indexed Annuities under Stochastic Interest Rates. North American Actuarial Journal 7(4): 72-91.
-
(2003)
North American Actuarial Journal
, vol.7
, Issue.4
, pp. 72-91
-
-
Lin, X.1
Ken Seng, T.A.N.2
-
14
-
-
0003433397
-
-
Revised edition. Cambridge, Mass.: Blackwell Publishers
-
MERTON, ROBERT C. 1992. Continuous-Time Finance. Revised edition. Cambridge, Mass.: Blackwell Publishers.
-
(1992)
Continuous-Time Finance
-
-
Merton, R.1
-
15
-
-
85011141399
-
Hedging Equity-Linked Life Insurance Contracts
-
MØLLER, THOMAS. 2001. Hedging Equity-Linked Life Insurance Contracts. North American Actuarial Journal 5(2): 79-95.
-
(2001)
North American Actuarial Journal
, vol.5
, Issue.2
, pp. 79-95
-
-
Møller, T.1
-
16
-
-
0344082163
-
Pricing Equity-Indexed Pure Endowments via the Principle of Equivalent Utility
-
MOORE, KRISTEN S., and VIRGINIA R. YOUNG. 2003. Pricing Equity-Indexed Pure Endowments via the Principle of Equivalent Utility. Insurance: Mathematics & Economics 33: 497-516.
-
(2003)
Insurance: Mathematics & Economics
, vol.33
, pp. 497-516
-
-
Moore, K.1
Virginia, R.2
-
19
-
-
0010077792
-
-
Schaumburg, Ill.: Actuarial Foundation
-
PANJER, HARRY H., ED. 1998. Financial Economics. Schaumburg, Ill.: Actuarial Foundation.
-
(1998)
Financial Economics
-
-
Panjer, H.1
-
20
-
-
0001579697
-
Risk Aversion in the Small and in the Large
-
PRATT, JOHN W. 1964. Risk Aversion in the Small and in the Large. Econometrica 32: 122-36.
-
(1964)
Econometrica
, vol.32
, pp. 122-136
-
-
Pratt, J.1
-
21
-
-
0002405541
-
From Actuarial to Financial Valuation Principles
-
SCHWEIZER, MARTIN. 2001. From Actuarial to Financial Valuation Principles. Insurance: Mathematics and Economics 28(1): 31-47.
-
(2001)
Insurance: Mathematics and Economics
, vol.28
, Issue.1
, pp. 31-47
-
-
Schweizer, M.1
-
22
-
-
85011206248
-
Valuing Equity-Indexed Annuities
-
Discussions 163-70 and 5(3): 133-36
-
TIONG, SERENA. 2000. Valuing Equity-Indexed Annuities. North American Actuarial Journal 4(4): 149-63; Discussions 163-70 and 5(3): 133-36.
-
(2000)
North American Actuarial Journal
, vol.4
, Issue.4
, pp. 149-163
-
-
Tiong, S.1
-
23
-
-
21244474974
-
An Actuary Looks at Financial Insurance
-
March
-
WENDT, RICHARD Q. 1999. An Actuary Looks at Financial Insurance. Risk and Rewards 32(March): 4, 5, 17.
-
(1999)
Risk and Rewards
, vol.32
-
-
Wendt, R.1
-
25
-
-
85011227165
-
Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
-
YOUNG, VIRGINIA R. 2003. Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. North American Actuarial Journal 7(1): 68-86.
-
(2003)
North American Actuarial Journal
, vol.7
, Issue.1
, pp. 68-86
-
-
Young, V.1
-
26
-
-
0042278806
-
Computation of Distorted Probabilities for Diffusion Processes via Stochastic Control Methods
-
YOUNG, VIRGINIA R., and THALEIA ZARIPHOPOULOU. 2000. Computation of Distorted Probabilities for Diffusion Processes via Stochastic Control Methods. Insurance: Mathematics & Economics 27: 1-18.
-
(2000)
Insurance: Mathematics & Economics
, vol.27
, pp. 1-18
-
-
Young, V.1
Thaleia, Z.2
-
27
-
-
85011250320
-
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
-
YOUNG, VIRGINIA R., and THALEIA ZARIPHOPOULOU. 2002. Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility. Scandinavian Actuarial Journal 4: 246-79.
-
(2002)
Scandinavian Actuarial Journal
, vol.4
, pp. 246-279
-
-
Young, V.1
Thaleia, Z.2
|