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Volumn 2, Issue 3, 2001, Pages 6-16

The value of integrative risk management for insurance products with guarantees

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EID: 33847316772     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/eb043464     Document Type: Article
Times cited : (23)

References (13)
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    • Reserving for Maturity Guarantees: Two Approaches
    • Boyle, P.P., and M.R. Hardy. “Reserving for Maturity Guarantees: Two Approaches." Insurance: Mathematics and Economics, 21 (1997), pp. 113-127.
    • (1997) Insurance: Mathematics and Economics , vol.21 , pp. 113-127
    • Boyle, P.P.1    Hardy, M.R.2
  • 3
    • 0001018312 scopus 로고
    • The Pricing of Equity-Linked Life Insurance Policies with an Asset Value Guarantee
    • Brennan, M.J., and E.S. Schwartz. “The Pricing of Equity-Linked Life Insurance Policies with an Asset Value Guarantee." Journal of Financial Economics, 3 (1976), pp. 195-213.
    • (1976) Journal of Financial Economics , vol.3 , pp. 195-213
    • Brennan, M.J.1    Schwartz, E.S.2
  • 4
    • 0002341731 scopus 로고
    • The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
    • Carino, D.R., T. Kent, D.H. Myers, C. Stacy, M. Sylvanus, A.L. Turner, K. Watanabe, and W.T. Ziemba. “The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming." Interfaces, Vol. 24, No. 1 (1994), pp. 29-49.
    • (1994) Interfaces , vol.24 , Issue.1 , pp. 29-49
    • Carino, D.R.1    Kent, T.2    Myers, D.H.3    Stacy, C.4    Sylvanus, M.5    Turner, A.L.6    Watanabe, K.7    Ziemba, W.T.8
  • 7
    • 0141831411 scopus 로고    scopus 로고
    • Actuarial Venus Financial Pricing of Insurance
    • Embrechts, P. “Actuarial Venus Financial Pricing of Insurance." The Journal of Risk Finance, Vol. 1, No. 4 (2000), pp. 17-26.
    • (2000) The Journal of Risk Finance , vol.1 , Issue.4 , pp. 17-26
    • Embrechts, P.1
  • 8
    • 0142108880 scopus 로고    scopus 로고
    • Insurance Optional
    • April
    • Giraldi, C., et al. “Insurance Optional." RISK, April 2000, pp. 87-90.
    • (2000) RISK , pp. 87-90
    • Giraldi, C.1
  • 10
    • 0000189144 scopus 로고
    • The Productivity of Financial Intermediation and the Technology of Financial Product Management
    • Holmer, M.R., and S.A. Zenios. “The Productivity of Financial Intermediation and the Technology of Financial Product Management." Operations Research, Vol. 43, No. 6 (1995), pp. 970-982.
    • (1995) Operations Research , vol.43 , Issue.6 , pp. 970-982
    • Holmer, M.R.1    Zenios, S.A.2
  • 11
    • 0346638652 scopus 로고    scopus 로고
    • Consequences of the Reduction of Interest Rates on Insurance
    • Siglienti, S. “Consequences of the Reduction of Interest Rates on Insurance." The Geneva Papers on Risk and Insurance, Vol. 25, No. 1 (2000), pp. 63-77.
    • (2000) The Geneva Papers on Risk and Insurance , vol.25 , Issue.1 , pp. 63-77
    • Siglienti, S.1
  • 13
    • 0003718989 scopus 로고
    • Cambridge, England: Cambridge University Press
    • Zenios, S.A., ed. Financial Optimization. Cambridge, England: Cambridge University Press, 1993.
    • (1993) Financial Optimization
    • Zenios, S.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.