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Analysis of Participating Life Insurance Contracts: A Unification Approach

✍ Scribed by Nadine Gatzert; Alexander Kling

Book ID
109158499
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
338 KB
Volume
74
Category
Article
ISSN
0022-4367

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πŸ“œ SIMILAR VOLUMES

Insolvency risk and its impact on the po
Insolvency risk and its impact on the policyholders’ investment choices: a mean–variance approach for participating life insurance business in UK
✍ Alexandra K Berketi πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 587 KB

Ross and McWhirter (Ross and McWhirter, 1991. Unpublished paper) and Berketi and Macdonald (Berketi and Macdonald, 1999. Insurance: Mathematics and Economics 24, 117-138) showed that diversifying insolvency risk results in a substantial cost to the policyholders in terms of reduction in their expec