Increasing financial pressure on State-controlled pension systems has caused, over the last
two decades or so, an unprecedented effort by private pension funds (PFs) and insurance …

Innovative Lebensversicherungsprodukte wie fondsgebundene Lebensversicherungen,
Hybrid-Lebensversicherungen und Variable Annuities erfreuen sich rasch zunehmender …

Penelitian ini bertujuan mengetahui implementasi akuntansi sektor publik di Indonesia
dengan penekanan pada pertama, bagaimana distribusi sub-sub sumber penerimaan kas …

The uncertainty in life expectancy plays a critical role in individual financial planning. Its
impact is magnified during the retirement years (the wealth distribution stage of the life …

We consider a second pillar pension fund problem relying on a multi-stage stochastic asset-
liability management (ALM) model which is specified with an asset universe including …

Der vorliegende Beitrag zeigt ein Verfahren zur Modellierung dynamischen Stornos im
Rahmen eines partiellen internen Modells zur Bestimmung des Solvenzkapitals auf. Dabei …

In this paper we present a method of pricing catastrophe bonds (cat bonds) using stochastic
programming. Stochastic programming is a method ubiquitous in operations research when …

In recent years the popularity of indexing has greatly increased in financial markets and
many different families of products have been introduced. Often these products also have a …

Innovative life insurance products such as unit-linked life insurance, hybrid life insurance,
and variable annuities are rapidly gaining popularity and becoming a major part of new …

Die vorliegende Arbeit untersucht Methoden zur Bewertung von Versicherungsprodukten
sowie Auswirkungen dieser auf das Solvenzkapital. Solvency II fordert, dass eine Bewertung …