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Risk analysis of annuity conversion options in a stochastic mortality environment
Risk analysis of annuity conversion options in a stochastic mortality environment This abstract describes a paper that provides a framework for a joint analysis of financial and longevity ...- Authors: Jochen Russ, Katja Schilling
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities
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Participating Life Insurance Contracts under Risk Based Solvency Frameworks: Increasing Capital Efficiency by Product Design
Participating Life Insurance Contracts under Risk Based Solvency Frameworks: Increasing Capital Efficiency by Product Design This abstract describes a presentation that describes a comprehensive ...- Authors: Andreas Reuss, Jochen Russ, Jochen Wieland
- Date: Feb 2014