“...We consider a contingent claim model framework for participating life insurance contracts and assume a competitive market with minimum solvency requirements as...”

“...We optimize a life insurance company's asset allocation in the context of classical portfolio theory when the firm needs to adhere to the market risk capital...”

“...Although insurance is the typical textbook example for an asset that negatively correlates with consumption, the suitability of the classical consumption‐based...”

“...Pooling individual customers with different inception dates into a single legal entity may generate intergenerational subsidies that are accentuated when the...”

“...The introduction of an insurance guaranty scheme can have significant influence on the pricing and capital structures in a competitive market. The aim of this...”

“...The aim of this article is to identify fair equity-premium combinations for non-life insurers that satisfy solvency capital requirements imposed by regulatory...”

“...The value of a life insurance contract may differ depending on whether it is looked at from the customer's point of view or that of the insurance company. We...”

“...Purpose The purpose of this paper is to analyze what transaction costs are acceptable for customers in different investments. In this study, two life insurance...”

“...Life insurance is an important product for many individuals, both to protect dependents against the premature death of an income producer and to provide...”

“...This article summarizes the main topics and findings from the Swiss Risk and Insurance Forum 2018. That event gathered experts from academia, insurance...”