Zur Bewertung von Optionen und Garantien bei Lebensversicherungen

Hans-Otto Herr, Markus Kreer · Blätter der DGVFM · 1999

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Type: article
Published: 1999-10-01
Cited by: 6
References: 2
DOI: https://doi.org/10.1007/bf02808323
OpenAlex: https://openalex.org/W57529075
Semantic Scholar: https://api.semanticscholar.org/CorpusID:150869371

Keywords

Arbitrage, Product (mathematics), Economics, Welfare economics, Financial economics

References

Alterssicherung und Vorsorgebedarf im Spannungsfeld von Versicherungs- und InvestmentproduktenPeter Albrecht — 1998
A One-Factor Model of Interest Rates and Its Application to Treasury Bond OptionsFischer Black, Emanuel Derman, William W. Toy — 1990
Alterssicherung und Vorsorgebedarf im Spannungsfeld von Versicherungs- und InvestmentproduktenPeter Albrecht — 1998
Financial CalculusMartin A Baxter, Andrew Rennie — 1996

Cited by

Implicit options in life insurance contractsTobias Dillmann, Jochen Ruß — 2001
Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance ContractsNadine Gatzert, Hato Schmeiser — 2008
A joint valuation of premium payment and surrender options in participating life insurance contractsHato Schmeiser, Joël Wagner — 2011
Zur Bewertung von Optionen in Lebensversicherungsprodukten: Die Option des Versicherungsunternehmens auf Senkung der GewinnbeteiligungKlaus Math — 2002
PRICING AND INSOLVENCY RISK EVALUATING OF EMBEDDED OPTIONS IN UNIVERSAL INSURANCE CONSIDERING MORTALITY RATEHaitao Zheng, Qiyao Luo, R. Ren — 2013
PARTICIPATING LIFE INSURANCE CONTRACTSH. Schmeiser — 2007

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