Open Access
Issue |
ITM Web Conf.
Volume 75, 2025
The Second International Conference on Mathematical Analysis and Its Applications (ICONMAA 2024)
|
|
---|---|---|
Article Number | 02009 | |
Number of page(s) | 10 | |
Section | Differential Equations | |
DOI | https://doi.org/10.1051/itmconf/20257502009 | |
Published online | 21 February 2025 |
- M. Albizzati and H. Geman. (1994). Interest rate risk management and valuation of the surrender option in life insurance policies. The Journal of Risk and Insurance, 61(4):616–637. [CrossRef] [Google Scholar]
- A. Grosen and P. L. Jørgensen. (1999). Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. Journal of Financial Abstracts eJournal. [Google Scholar]
- A. R. Bacinello. (2003). Pricing guaranteed life insurance participating policies with annual premiums and surrender option. North American Actuarial Journal, 7:1–17. [CrossRef] [MathSciNet] [Google Scholar]
- T. Gerstner, M. Griebel, M. Holtz, R. Goschnick, and M. Haep. (2008). A general asset liability management model for the efficient simulation of portfolios of life insurance policies. Insurance Mathematics & Economics, 42:704–716. [CrossRef] [Google Scholar]
- J. C. Cox, J. E. Ingersoll, and S. A. Ross. (1985). A theory of the term structure of interest rates. Econometrica, 53(2):385–407. [CrossRef] [MathSciNet] [Google Scholar]
- Y. Kwok. (2008). Mathematical Models of Financial Derivatives. Springer Finance. Springer Berlin Heidelberg. [Google Scholar]
- P. E. Kloeden and E. Platen. (1992). Numerical Solution of Stochastic Differential Equations. Springer Berlin, Heidelberg. [CrossRef] [Google Scholar]
- P. Calidonio-Aguilar and C. Xu. (2011). Design of life insurance participating policies with variable guarantees and annual premiums. International Journal of Innovative Computing, Information and Control, 7:4741–4753. [Google Scholar]
- A. Kling, A. Richter, and J. Ruß. (2007). The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies. Insurance: Mathematics and Economics, 40(1):164–178. 6 [CrossRef] [MathSciNet] [Google Scholar]
- Life tables: Life tables by country indonesia. https://apps.who.int/gho/data/view.searo.60750?lang=en. Accessed 21 March 2024. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.