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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 ... guarantees and applies this framework to different annuity conversion options in deferred unit-linked annuities ...- 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 ... Journal of Risk and Insurance, 74(3): 571–589, 2007. S. Graf, A. Kling and J. Ruß. Risk analysis and valuation ...- Authors: Andreas Reuss, Jochen Russ, Jochen Wieland
- Date: Feb 2014