Université de Lausanne
in Total Papers Downloads
in Total Papers Citations
regulation, life insurance, credit risk, barrier options, utility maximization, contract design
Life insurance, Fair valuation, Embedded options, Heterogeneous portfolios, Participating contracts, Return guarantee
longevity risk, tontines, pooled annuities, capital requirements, lifetime utility
optimal asset alllocation, insurance contract design, investment guarantee, utility maximization
Behavioral insurance, subjective mortality beliefs, optimal retirement product design, tontine, annuity
insurance contracts, cliquet-style guarantee, ratchet-type guarantee, annual guarantee, regime switching, Lévy model, Fourier pricing.
mutual insurance, long-term care, morbidity and mortality risk, tontines, pooled annuities, life-care insurance
financial risk, actuarial valuation, (un)systematic mortality risk, contract valuation, risk decomposition, hedging
first-exit time, first-passage time, regime switching, Markov switching, option pricing.
Risk Appetite, Equity Volatility, Private Equity
This page was processed by aws-apollo4 in 0.350 seconds