Participating Life Insurance Contracts under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design

Erstveröffentlichung
2015
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Authors
Reuss, Andreas
Russ, Jochen
Wieland, Jochen
Institutions
Institut für Finanz- und Aktuarwissenschaften in Verbindung mit der Universität Ulm (ifa)
Published in
Innovations in Quantitative Risk Management. - New York, NY : SPRINGER, 2015. - (Springer Proceedings in Mathematics & Statistics ; 99). - S. 185-208. - ISBN 978-3-319-09114-3, ISBN 978-3-319-09113-6. - ISSN 2194-1009
Conference
Conference on Risk Management Reloaded, 2013-09-09 - 2013-09-13, Munich, Germany
Keywords
Capital efficiency; Participating life insurance; Embedded options; Interest rate guarantees; Market consistent valuation; Risk based capital requirements; Solvency II; SST; INTEREST-RATE GUARANTEES; SURPLUS DISTRIBUTION; NEUTRAL VALUATION; POLICIES; LIABILITIES; IMPACT
Dewey Decimal Group
DDC 330 / Economics
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