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AuthorEckert, Jonasdc.contributor.author
Date of accession2021-07-21T13:56:16Zdc.date.accessioned
Available in OPARU since2021-07-21T13:56:16Zdc.date.available
Year of creation2020dc.date.created
Date of first publication2021-07-21dc.date.issued
AbstractPricing, hedging and risk management of insurance policies are important for life insurance companies, especially in the current situation an enduring low interest rate period prevailing in the financial market. Existing academic literature on this field of research typically assumes a homogeneous insurance portfolio, i.e. a portfolio with identical policies. However, insurance portfolios consist of many different types of contracts, i.e. they are heterogeneous in many aspects. This cumulative thesis contributes to the field of research on heterogeneous insurance portfolios and further focuses on the interdependence between different cohorts of insurance contracts whose returns are linked to the same reference portfolio.dc.description.abstract
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
Articles in publ.Eckert, J., Graf, S., and Kling, A. (2020): A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio. European Actuarial Journal: DOI: 10.1007/s13385-020-00225-2.dc.relation.haspart
Articles in publ.Eckert, J., Graf, S., Kling, A., and Ruß, J. (2020): Cross Subsidizing Effects between existing and new policyholders in traditional life insurance. Working Paper, Ulm University.dc.relation.haspart
Articles in publ.Eckert, J. (2020): Werden bei einer Differenzierung der Überschussbeteiligung in der Lebensversicherung Neukunden zu Lasten des Bestands bevorzugt? Working Paper, Ulm University.dc.relation.haspart
LicenseStandarddc.rights
Link to license texthttps://oparu.uni-ulm.de/xmlui/license_v3dc.rights.uri
KeywordHeterogeneous portfoliodc.subject
KeywordParticipating contractsdc.subject
KeywordInteraction of contractsdc.subject
KeywordRisk-neutral and real-world valuationdc.subject
Dewey Decimal GroupDDC 330 / Economicsdc.subject.ddc
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
LCSHLife insurancedc.subject.lcsh
TitleInteraction of contracts in a heterogeneous life insurance portfoliodc.title
Resource typeDissertationdc.type
Date of acceptance2021-05-04dcterms.dateAccepted
RefereeZwiesler, Hans-Joachimdc.contributor.referee
RefereeKling, Alexanderdc.contributor.referee
DOIhttp://dx.doi.org/10.18725/OPARU-38301dc.identifier.doi
PPN1764123050dc.identifier.ppn
URNhttp://nbn-resolving.de/urn:nbn:de:bsz:289-oparu-38377-6dc.identifier.urn
GNDLebensversicherungdc.subject.gnd
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
InstitutionInstitut für Versicherungswissenschaftenuulm.affiliationSpecific
InstitutionInstitut für Finanz- und Aktuarwissenschaften in Verbindung mit der Universität Ulm (ifa)uulm.affiliationSpecific
Grantor of degreeFakultät für Mathematik und Wirtschaftswissenschaftenuulm.thesisGrantor
DCMI TypeTextuulm.typeDCMI
CategoryPublikationenuulm.category
Bibliographyuulmuulm.bibliographie


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