ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS

ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO === COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR === PROGRAMA DE EXCELENCIA ACADEMICA === Nesta tese, propomos quatro modelos dinâmicos para ajudar as seguradoras e fundos de pensão a medir e gerencias seus fatores de risco e seus pl...

Full description

Bibliographic Details
Main Author:	CESAR DA ROCHA NEVES
Other Authors:	CRISTIANO AUGUSTO COELHO FERNANDES
Language:	English
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2015
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26105@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26105@2

Similar Items

[en] ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS
by: CESAR DA ROCHA NEVES
Published: (2016)

Valuation of Surrender Option in Life Insurance
by: Yu-huan Hung, et al.
Published: (2013)

Monte Carlo Valuation of Surrender Option in Life Insurance
by: Chi Lin, et al.
Published: (2015)

Stochastic Reserves for Whole Life Insurance Policies with Surrender Options
by: Hsin-Chung Wang, et al.

The Impact of Policy surrender option on Insurance Companies
by: Hui-Chieh Hsu, et al.
Published: (2013)

Fair Valuation of Participating Insurance Policies with Surrender Options
by: 張智凱
Published: (2006)

The theoretical surrender value in life insurance
by: Nicolino Ettore D’Ortona, et al.
Published: (2016-11-01)

The Study of Surrender Issue in Life Insurance
by: Yang, Chi-Hung, et al.
Published: (1998)

The Impact of Dynamic Surrender Rates on Life Insurance Premiums and Reserves
by: Hsu, Yu Chiao, et al.

The Economics Analysis of Surrender in Life Insurance Policy
by: Mei Chung Wang, et al.
Published: (1999)

Optimal Surrender Decision of Life Insurance Contract
by: HUANG, WEN-PIN, et al.
Published: (2017)

Modelling for the Surrender Rate of Taiwan Life Insurance Market
by: WU, KUN-CHUAN, et al.
Published: (2017)

Pricing Equity-Linked Life Insurance Contract with a Surrender Option Under a Jump-Diffusion Model
by: Wu, Yu-Hsuan, et al.
Published: (2015)

On the Factors Affecting the Surrenders Behavior of US Life Insurance Contracts
by: Lin, Kuan Hsun, et al.
Published: (2016)

Longevity expectations in the pension fund, insurance, and employee benefits industries
by: Zhavoronkov A
Published: (2015-01-01)

Pricing Participating Policies with Surrender Options and Default Risks
by: Jyun-Yu Chen, et al.
Published: (2009)

The Study on the Embedded Options in a Life Insurance Contract
by: Kai-Chen Lin, et al.
Published: (2004)

Discharge of contract and surrender under life insurance and family takaful: a comparative study
by: Yusuf Sani Abu Bakar, et al.
Published: (2016)

Multiple Regression Approach to the Study of the Relationship between Life Insurance Surrender Rate and the Macroeconomics
by: Hsin-Pei Tsai, et al.
Published: (2006)

A Study on the Relationship of Policy Loan and Cash Surrender Value-T Life Insurance Company
by: Pi-Ying Chien, et al.
Published: (2010)

Surrender
by: White, M, et al.
Published: (2011)

Essays on Private Pensions and Workers' Savings Behavior
by: Karamcheva, Nadezhda
Published: (2010)

An Empirical Analysis of Variable Universal Insurance Policy Surrender Activity
by: CHENG,SHU-RUNG, et al.
Published: (2016)

Surrender Risk in the Context of the Quantitative Assessment of Participating Life Insurance Contracts under Solvency II
by: Tobias Burkhart
Published: (2018-06-01)

The Derivatives of Insurance Policies：Life Insurance for Pension
by: Liang-Chun Lin, et al.
Published: (2012)

Fair Valuation of Surrender Options in Participating Policies with Stochastic Interest Rate
by: SHIH-TING LAI, et al.
Published: (2011)

Embedded option in pension funds: the case of conditional indexation policy
by: Rosa Cocozza, et al.
Published: (2012-04-01)

Compulsory and private pension insurance: The analysis of users' attitudes
by: Piljan Tatjana, et al.
Published: (2017-01-01)

The Valuation of the Pension Insurance Premium ,the Examination of the Pension Contributing Rate and the Performance of the Pension Fund---Using the Option Pricing Model
by: Huang Kai-Chun, et al.
Published: (1999)

Hedging Longevity Risk for Life Insurance Companies
by: Jeffrey Tzu-Hao Tsai, et al.
Published: (2008)

LIFE INSURANCE UNDER REFORMING THE PENSION INSURANCE SYSTEM
by: Ruslana Pikus, et al.
Published: (2018-09-01)

Life Insurance and Individual Pension System
by: İbrahim PAÇACI
Published: (2017-12-01)

The fair value of pension liabilities: the case of embedded option in scenario analysis
by: Rosa Cocozza, et al.
Published: (2010-06-01)

The Surrendered Reflections by a Son of Shining Path
Published: (2021)

Evaluation of respondents' attitude towards mandatory and private pension insurance
by: Živković Milica, et al.
Published: (2016-01-01)

A Dependent Insurance Risk Model with Surrender and Investment under the Thinning Process
by: Wenguang Yu, et al.
Published: (2015-01-01)

Analyzing the Surrender Rate of Limited Reimbursement Long-Term Individual Health Insurance
by: Chen-Ting Chueh, et al.
Published: (2008)

Surrender to the Spinning: poems
by: Miner, Lauren A
Published: (2015)

Surrender How the Clinton Administration Completed the Reagan Revolution
Published: (1998)

Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?
by: Edouard Debonneuil, et al.
Published: (2018-07-01)