Lange Gasse 20
Nuremberg, 90403
Germany
http://www.vwrm.rw.fau.de
Friedrich-Alexander University Erlangen-Nürnberg
Equity-indexed annuities, IndexSelect, collective policy reserves, collective saving, smoothing mechanism
Separation method, claims inflation, regression analysis, simulation, Vasicek
Life insurance, guaranteed interest rates, dynamic hybrid, constant proportion portfolio insurance, customer value, mean-variance preferences, risk-return profiles
life insurance, innovative life insurance products, dynamic hybrid, unit-linked policies with guarantees, constant proportion portfolio insurance
Life insurance, risk measurement, risk-neutral valuation, dynamic hybrid, constant proportion portfolio insurance
Participating life insurance, surplus distribution, risk-neutral valuation, management mechanisms