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  1. 1. Asset-Liability Management with in Life Insurance

    Master-uppsats, KTH/Matematisk statistik

    Författare :Jakob Gip Orreborn; [2017]
    Nyckelord :Asset-liability management; Participating life insurance policies; Bonus policy; Ssurrender;

    Sammanfattning : In recent years, new regulations and stronger competition have further increased the importance of stochastic asset-liability management (ALM) models for life insurance firms. However, the often complex nature of life insurance contracts makes modeling to a challenging task, and insurance firms often struggle with models quickly becoming too complicated and inefficient. LÄS MER