The article discusses the main components of investment life insurance in order to identify
competitive advantages, features and disadvantages that allow assessing the current state …

This paper considers the optimal investment and consumption problem for the pooled
annuity funds, in which both the financial market and the mortality hazard rate of participants …

Could we rely on credit swap hedging as a substitute for insurer blockchain technology
involvement? This paper is to develop a two-stage contingent claim model to answer the …

This article explores pure-endowment contracts with investments that are simultaneously
allocated in risk-free and risky financial markets. Employing the optimal stochastic control …

In this paper, we investigate the pricing problem of a pure endowment contract when the
insurance company has a limited information on the mortality intensity of the policyholder …

In this paper we study exponential utility indifference pricing of pure endowment policies in a
stochastic-factor model for an insurance company, which can also invest in a financial …

We discuss dynamic hedging of counterparty risk for a portfolio of credit derivatives by the
local risk-minimization approach. We study the problem from the perspective of an investor …

The aim of this paper is to study the optimal time for the individual to join an unemployment
insurance scheme which is intended to protect workers against the consequences of job …

Reinsurance counterparty credit risk (RCCR) is the risk of a loss arising from the fact that a
reinsurance company is unable to fulfill her contractual obligations toward the ceding …

This paper studies the hedging problem of unit-linked life insurance contracts in an
incomplete market presence of self-exciting (clustering) effect, which is described by a …