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) ...

Get Handbook of Asset and Liability Management now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

Start your free trial