A utility-based comparison of pension funds and life insurance companies under regulatory constraints
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Cited by:
- Dirk Broeders & An Chen, 2013. "Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 239-272, June.
- Philipp Müller & Joël Wagner, 2017. "The Impact of Pension Funding Mechanisms on the Stability and Payoff from Swiss DC Pension Schemes: A Sensitivity Analysis," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 423-452, July.
- Guelman, Leo & Guillén, Montserrat & Pérez-Marín, Ana M., 2014. "A survey of personalized treatment models for pricing strategies in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 68-76.
- Janko Gorter & Jacob A. Bikker, 2013.
"Investment risk taking by institutional investors,"
Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4629-4640, November.
- J. Gorter & J.A. Bikker, 2011. "Investment risk taking by institutional investors," Working Papers 11-11, Utrecht School of Economics.
- Chen, An & Nguyen, Thai & Rach, Manuel, 2021. "Optimal collective investment: The impact of sharing rules, management fees and guarantees," Journal of Banking & Finance, Elsevier, vol. 123(C).
- Bohnert, Alexander & Born, Patricia & Gatzert, Nadine, 2014. "Dynamic hybrid products in life insurance: Assessing the policyholders’ viewpoint," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 87-99.
- Eling, Martin & Holder, Stefan, 2013.
"The value of interest rate guarantees in participating life insurance contracts: Status quo and alternative product design,"
Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 491-503.
- Eling, Martin & Holder, Stefan, 2012. "The Value of Interest Rate Guarantees in Participating Life insurance Contracts: Status Quo and Alternative Product Design," Working Papers on Finance 1221, University of St. Gallen, School of Finance.
- Alexander Bohnert, 2015. "The Impact of Guarantees on the Performance of Pension Saving Schemes: Insights from the Literature," Risks, MDPI, vol. 3(4), pages 1-28, November.
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Keywords
Pension plans Annuities Barrier options Contingent claim approach Certainty equivalents;Statistics
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