Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk

Eckert J, Gatzert N, Martin M (2016)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2016

Journal

Insurance Mathematics & Economics Elsevier

DOI: 10.1016/j.insmatheco.2016.10.006

Authors with CRIS profile

Johanna Eckert Lehrstuhl für Versicherungswirtschaft und Risikomanagement Nadine Gatzert Lehrstuhl für Versicherungswirtschaft und Risikomanagement Michael Martin Lehrstuhl für Versicherungswirtschaft und Risikomanagement

Related research project(s)

Market Consistent Valuation and Solvency Assessment in the Insurance Industry Jan. 1, 2011 - Dec. 31, 2012

How to cite

APA:

Eckert, J., Gatzert, N., & Martin, M. (2016). Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk. Insurance Mathematics & Economics. https://dx.doi.org/10.1016/j.insmatheco.2016.10.006

MLA:

Eckert, Johanna, Nadine Gatzert, and Michael Martin. "Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk." Insurance Mathematics & Economics (2016).

BibTeX: Download