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assurance - iate.europa.eu
Investment guarantees in the south african life insurance industry... KEYWORDS Investment guarantee; maturity guarantee; South Africa; non-profit guarantee; smoothed-bonus business; asset–liability matching; market risk premium; financial options; hedging; equity volatility; ...
général - core.ac.uk - PDF: citeseerx.ist.psu.edu
Valuation of segregated funds: shout options with maturity extensionsOne of the most popular investments available in the Canadian market today is a mutual fund with the added feature of a long term maturity guarantee....
A comparison of wilkie-type stochastic investment models... Finally, the sensitivity of Maturity Guarantee Reserves, calculated for a Standard Portfolio of linked life insurance policies, to using various asset models is assessed
Pricing maturity guarantee with dynamic withdrawal benefit... Under the Black-Scholes framework and using results pertaining to reflected Brownian motion, we obtain explicit pricing formulas for the DWB payment stream and the maturity guarantee....

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