Handbook of Asset and Liability Management, Vol. 2, No. suppl (C) • 2007

ISSN: 1872-0978

doi: 10.1016/S1872-0978(06)02014-X

Chapter 14 Design and Management of Unit-linked Life Insurance Contracts with Guarantees

Ronald Hochreiter

Department of Statistics and Decision Support Systems, University of Vienna, Universitätsstraße 5/3, A-1010 Vienna, Austria

E-mail address:ronald.hochreiter@univie.ac.at, Georg Pflug

E-mail address:georg.pflug@univie.ac.at,

Volkert Paulsen

Department of Mathematics, Christian-Albrechts-University Kiel, Ludewig-Meyn Straße 4, D-24098 Kiel, Germany

E-mail address:paulsen@math.uni-kiel.de,

Abstract

In this chapter, modeling and optimal management of unit-linked life insurance contracts with guarantee (ULLIG) ...

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