Search results for "Life Insurance"

showing 3 items of 13 documents

Evaluation of Insurance Products with Guarantee in Incomplete Markets

2008

Abstract Life insurance products are usually equipped with minimum guarantee and bonus provision options. The pricing of such claims is of vital importance for the insurance industry. Risk management, strategic asset allocation, and product design depend on the correct evaluation of the written options. Also regulators are interested in such issues since they have to be aware of the possible scenarios that the overall industry will face. Pricing techniques based on the Black & Scholes paradigm are often used, however, the hypotheses underneath this model are rarely met. To overcome Black & Scholes limitations, we develop a stochastic programming model to determine the fair price of the mini…

Statistics and ProbabilityIncomplete marketsEconomics and EconometricsActuarial sciencebusiness.industryOption pricingLife insurance; Policies with minimum guarantee; Option pricing; Incomplete marketsLife insuranceStochastic programmingKey person insurancePolicies with minimum guaranteeSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Valuation of optionsFair valueLife insuranceIncomplete marketsEconomicsAuto insurance risk selectionStatistics Probability and UncertaintybusinessRisk management
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La compatibilità tra l’assicurazione per conto altrui e l’assicurazione sulla vita tra principio indennitario e consumer credit insurance. Nota a Cas…

2023

life insurance loan consumer credit insurance Civil codeSettore IUS/05 - Diritto Dell'EconomiaSettore IUS/01 - Diritto Privato
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Sulla controversa applicabilità dell’art. 1891 c.c. all’assicurazione sulla vita

2022

life insurance loans banks insuranceSettore IUS/05 - Diritto Dell'EconomiaSettore IUS/01 - Diritto Privato
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