| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076763 | Insurance: Mathematics and Economics | 2012 | 14 Pages |
Abstract
⺠We model the investment part of Participating Life Insurance (PLI) contracts. ⺠We incorporate distribution effects between policyholders. ⺠PLI contracts attractiveness to policyholders depends on the reserve situation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Roger Faust, Hato Schmeiser, Alexandra Zemp,