Study of Illiquidity Risk with Permanent Price Impact Effects in Finance and Insurance

Autor: Wollen, Henrik

Publikováno v: Wollen, Henrik. Study of Illiquidity Risk with Permanent Price Impact Effects in Finance and Insurance. Master thesis, University of Oslo, 2024

Externí odkaz: http://hdl.handle.net/10852/112456

Actuarial Valuation and Hedging of Life Insurance Liabilities in the Presence of Stochastic Mortality Risk under the Locally Risk-Minimizing Hedging Approach

Autor: Mohamed El Farissi, Mhamed Eddahbi, Ali Goumar

Publikováno v: Symmetry, Vol 16, Iss 2, p 165 (2024)

The paper examines the valuation and hedging of life insurance obligations in the presence of mortality risk using the local risk-minimizing hedging approach. Roughly speaking, it is assumed that the lifetime of policyholders in an insurance portfoli

Externí odkaz: https://doaj.org/article/ac5644f2438844e9ba9858d3df0d1638

Ubezpieczenia na życie z UFK – analiza efektywności inwestycji / Unit-linked life insurance – Analysis of the investment Efficiency

Autor: Borys, Marcin, Stępińska, Joanna

Publikováno v: Finanse i Prawo Finansowe / Finance and Financial Law. 2(34):27-48

Externí odkaz: https://www.ceeol.com/search/article-detail?id=1055537

Ubezpieczenia na życie z ubezpieczeniowym funduszem kapitałowym – analiza porównawcza wybranych ofert

Autor: Maria Kałuska

Publikováno v: Finanse i Prawo Finansowe, Vol 1, Iss 33, Pp 79-96 (2022)

The purpose of the article/hypothesis: The main purpose of the article is to compare and evaluate the conditions of unit-linked life insurances offered by three selected insurance companies. The result of the analysis will allow to determine which of

Externí odkaz: https://doaj.org/article/d8afe29bb3c5475c9693f0e38213ca4b

Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers

Autor: Vanessa Hanna, Pierre Devolder

Publikováno v: Risks, Vol 11, Iss 7, p 135 (2023)

In the context of pension plans, the employer and the worker have distinct interests and face different risks. The worker seeks higher retirement benefits, while the employer aims to minimize the cost of fulfilling his obligations. To address these d

Externí odkaz: https://doaj.org/article/b428a6f6e8ee44cea0b525425d612602