Fair Valuation of Equity-Linked Policies under Insurer Default Risk

Article Properties
Cite
Costabile, Massimo, et al. “Fair Valuation of Equity-Linked Policies under Insurer Default Risk”. North American Actuarial Journal, vol. 15, no. 4, 2011, pp. 517-34, https://doi.org/10.1080/10920277.2011.10597636.
Costabile, M., Massabò, I., & Russo, E. (2011). Fair Valuation of Equity-Linked Policies under Insurer Default Risk. North American Actuarial Journal, 15(4), 517-534. https://doi.org/10.1080/10920277.2011.10597636
Costabile, Massimo, Ivar Massabò, and Emilio Russo. “Fair Valuation of Equity-Linked Policies under Insurer Default Risk”. North American Actuarial Journal 15, no. 4 (2011): 517-34. https://doi.org/10.1080/10920277.2011.10597636.
Costabile M, Massabò I, Russo E. Fair Valuation of Equity-Linked Policies under Insurer Default Risk. North American Actuarial Journal. 2011;15(4):517-34.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
On the regulator–insurer interaction in a structural model Journal of Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 5 2009
Default risk, bankruptcy procedures and the market value of life insurance liabilities Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 40 2007
Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option

 Journal of Risk and Insurance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 53 2006
Market value of life insurance contracts under stochastic interest rates and default risk Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 48 2005
Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework

 Journal of Risk and Insurance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 163 2002
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science8
Social Sciences: Commerce: Business4
Social Sciences: Finance4
Science: Mathematics2
Science: Mathematics: Probabilities. Mathematical statistics2
Social Sciences: Statistics2
Social Sciences: Commerce: Business: Accounting. Bookkeeping2
The category Social Sciences: Economic theory. Demography: Economics as a science 8 is the most frequently represented among the references in this article. It primarily includes studies from Insurance: Mathematics and Economics and Journal of Financial Economics. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year