共 50 条
- [1] Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies [J]. INSURANCE MATHEMATICS & ECONOMICS, 2000, 26 (01): : 37 - 57
- [2] The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees [J]. INSURANCE MATHEMATICS & ECONOMICS, 2007, 40 (03): : 445 - 458
- [3] Fair valuation of participating insurance policies under management discretion. [J]. INSURANCE MATHEMATICS & ECONOMICS, 2006, 39 (03): : 421 - 421
- [6] Fair Valuation of Participating Life Insurance Contracts with Jump Risk [J]. GENEVA RISK AND INSURANCE REVIEW, 2008, 33 (02): : 106 - 136
- [7] Fair Valuation of Participating Life Insurance Contracts with Jump Risk [J]. The Geneva Risk and Insurance Review, 2008, 33 : 106 - 136
- [8] Fair valuation of participating policies with surrender options and regime switching [J]. INSURANCE MATHEMATICS & ECONOMICS, 2005, 37 (03): : 533 - 552
- [9] Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment [J]. INSURANCE MATHEMATICS & ECONOMICS, 2008, 43 (01): : 29 - 40