Literatura académica sobre el tema "Optimal policyholder"
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Artículos de revistas sobre el tema "Optimal policyholder":
Frangos, Nicholas E. y 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, n.º 1 (mayo de 2001): 1–22. http://dx.doi.org/10.2143/ast.31.1.991.
Braun, Alexander, Marius Fischer y Hato Schmeiser. "How to derive optimal guarantee levels in participating life insurance contracts". Journal of Risk Finance 20, n.º 5 (18 de noviembre de 2019): 445–69. http://dx.doi.org/10.1108/jrf-07-2018-0099.
Adisti, Rillifa Iris y 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, n.º 2 (31 de mayo de 2021): 170–79. http://dx.doi.org/10.14710/j.gauss.v10i2.30084.
Kalife, Aymeric, Gabriela López Ruiz, Saad Mouti y Xiaolu Tan. "Optimal behavior strategy in the GMIB product". Insurance Markets and Companies 9, n.º 1 (26 de septiembre de 2018): 41–69. http://dx.doi.org/10.21511/ins.09(1).2018.05.
Chen, An, Peter Hieber y Jakob K. Klein. "TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN". ASTIN Bulletin 49, n.º 1 (26 de diciembre de 2018): 5–30. http://dx.doi.org/10.1017/asb.2018.33.
Chen, An y Peter Hieber. "OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION". ASTIN Bulletin 46, n.º 3 (16 de mayo de 2016): 605–26. http://dx.doi.org/10.1017/asb.2016.12.
Turgeon-Rhéaume, Maxime y Van Son Lai. "Analyse d’impact du moment de décaissement d’un produit avec garantie de rachat viager". Assurances et gestion des risques 87, n.º 3-4 (31 de marzo de 2021): 131–68. http://dx.doi.org/10.7202/1076121ar.
Golubin, A. Yu y V. N. Gridin. "Optimal insurance strategies in a risk process with restrictions on policyholder risks". Automation and Remote Control 71, n.º 8 (agosto de 2010): 1578–89. http://dx.doi.org/10.1134/s0005117910080072.
Lin, Jyh-Horng, Xuelian Li y Fu-Wei Huang. "Insurer interest margin management, default risk, and life insurance policyholder protection". Journal of Modelling in Management 13, n.º 3 (13 de agosto de 2018): 718–35. http://dx.doi.org/10.1108/jm2-12-2017-0140.
Bauer, Daniel, Alexander Kling y Jochen Russ. "A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities". ASTIN Bulletin 38, n.º 02 (noviembre de 2008): 621–51. http://dx.doi.org/10.2143/ast.38.2.2033356.
Tesis sobre el tema "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