Jing Li

Institute for Finanancial Economics and Statistics

Adenauerallee 24-42

Bonn, D-53113

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

490

SSRN CITATIONS

8

CROSSREF CITATIONS

8

Scholarly Papers (3)

1.

The Effect of Policyholders’ Rationality on Unit-Linked Life Insurance Contracts with Surrender Guarantees

Number of pages: 22 Posted: 17 Dec 2010
Jing Li and Alexander Szimayer
Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 230 (251,651)
Citation 6

Abstract:

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unit-linked life insurance contracts, surrender guarantee, limited rationality, fair contract analysis

2.

The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts

Number of pages: 32 Posted: 14 Jul 2010 Last Revised: 13 Jun 2011
Jing Li and Alexander Szimayer
Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 135 (400,360)
Citation 2

Abstract:

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unit-linked life insurance contracts, mortality model risk, price bounds, stochastic control

3.

The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees

Number of pages: 37 Posted: 12 Oct 2011 Last Revised: 18 Jan 2012
Sun Yat-sen University (SYSU) - Lingnan (University) College, Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 125 (424,756)
Citation 3

Abstract:

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equity-linked life insurance contracts, surrender guarantee, bounded rationality ,fair contract analysis, secondary market