Life Insurance Policy Loans, Technology Choices, and Strategic Asset-liability Matching Management
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DOI: 10.1080/1540496x.2021.1937117
Abstract: ABSTRACT We develop a two-stage contingent claim model to evaluate a life insurer’s equity. The model sequentially determines the optimal guaranteed rate and the optimal technology choice for strategic asset-liability matching management. We show that… read more here.
Keywords: guaranteed rate; strategic asset; life; policy ... See more keywords