Auswahl der wissenschaftlichen Literatur zum Thema „Optimal policyholder“
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Zeitschriftenartikel zum Thema "Optimal policyholder":
Frangos, Nicholas E., und Spyridon D. Vrontos. „Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance“. ASTIN Bulletin 31, Nr. 1 (Mai 2001): 1–22. http://dx.doi.org/10.2143/ast.31.1.991.
Braun, Alexander, Marius Fischer und Hato Schmeiser. „How to derive optimal guarantee levels in participating life insurance contracts“. Journal of Risk Finance 20, Nr. 5 (18.11.2019): 445–69. http://dx.doi.org/10.1108/jrf-07-2018-0099.
Adisti, Rillifa Iris, und Aceng Komarudin Mutaqin. „PERHITUNGAN PREMI MURNI PADA SISTEM BONUS MALUS UNTUK FREKUENSI KLAIM BERDISTRIBUSI BINOMIAL NEGATIF DAN BESAR KLAIM BERDISTRIBUSI WEIBULL PADA DATA ASURANSI KENDARAAN BERMOTOR DI INDONESIA“. Jurnal Gaussian 10, Nr. 2 (31.05.2021): 170–79. http://dx.doi.org/10.14710/j.gauss.v10i2.30084.
Kalife, Aymeric, Gabriela López Ruiz, Saad Mouti und Xiaolu Tan. „Optimal behavior strategy in the GMIB product“. Insurance Markets and Companies 9, Nr. 1 (26.09.2018): 41–69. http://dx.doi.org/10.21511/ins.09(1).2018.05.
Chen, An, Peter Hieber und Jakob K. Klein. „TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN“. ASTIN Bulletin 49, Nr. 1 (26.12.2018): 5–30. http://dx.doi.org/10.1017/asb.2018.33.
Chen, An, und Peter Hieber. „OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION“. ASTIN Bulletin 46, Nr. 3 (16.05.2016): 605–26. http://dx.doi.org/10.1017/asb.2016.12.
Turgeon-Rhéaume, Maxime, und Van Son Lai. „Analyse d’impact du moment de décaissement d’un produit avec garantie de rachat viager“. Assurances et gestion des risques 87, Nr. 3-4 (31.03.2021): 131–68. http://dx.doi.org/10.7202/1076121ar.
Golubin, A. Yu, und V. N. Gridin. „Optimal insurance strategies in a risk process with restrictions on policyholder risks“. Automation and Remote Control 71, Nr. 8 (August 2010): 1578–89. http://dx.doi.org/10.1134/s0005117910080072.
Lin, Jyh-Horng, Xuelian Li und Fu-Wei Huang. „Insurer interest margin management, default risk, and life insurance policyholder protection“. Journal of Modelling in Management 13, Nr. 3 (13.08.2018): 718–35. http://dx.doi.org/10.1108/jm2-12-2017-0140.
Bauer, Daniel, Alexander Kling und Jochen Russ. „A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities“. ASTIN Bulletin 38, Nr. 02 (November 2008): 621–51. http://dx.doi.org/10.2143/ast.38.2.2033356.
Dissertationen zum Thema "Optimal policyholder":
Moenig, Thorsten. „Optimal Policyholder Behavior in Personal Savings Products and its Impact on Valuation“. Digital Archive @ GSU, 2012. http://digitalarchive.gsu.edu/rmi_diss/28.
Mouti, Saad. „Le management du risque pour les compagnies d'assurance : une approche marchés financiers“. Thesis, Paris 6, 2017. http://www.theses.fr/2017PA066744.
This thesis tackles several aspects of financial risks encountered in the life insurance industry and particularly in a class of the products insurers offer; namely variable annuities and unit-linked products. It consists of three distinct topics and is split into six chapter that can be read independently.In variable annuities (VAs), policyholders’ behavior is a major risk for the insurer that affects life insurance industry in almost every aspect. The first two chapters of this first part deal with policyholders’ optimal policyholder for two VAs products. We address the rational lapse behavior in the guaranteed minimum account benefit (GMAB), and optimal withdrawals in the guaranteed minimum income benefit (GMIB). The third chapter is dedicated to a class of unit-linked products from a managing and hedging point of view. The second topic consists of one chapter and addresses the optimal execution of a large book of options. Typically, life insurance products are partially hedged using vanilla options. We consider the case where trades are affected by the traded quantity, and seek to find an optimal strategy that minimizes the expected cost and the mean-variance criterion.Finally, in the last topic we study the volatility process using two different proxies. First, range based estimators that rely on the asset price range data allow us to double-check that volatility is a rough process in the sense that it has a scaling parameter H less than 1/2. Then, using short time-to-maturity implied volatility, and a refined version of it, allows us to confirm that the rough aspect of volatility is universal along different proxies