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Anders Grosen · Study
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Author
Anders Grosen
5 works
· latest 2002
· 1 institutions
cluster: provisional
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5
Citations
840
Works here
5
97
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Most cited in this library
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
2000 · 399 citations
Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework
2002 · 217 citations
Valuation of Early Exercisable Interest Rate Guarantees
1997 · 95 citations
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
2001 · 86 citations
Life Insurance Liabilities at Market Values: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework
2000 · 43 citations
Works
5 shown
Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework
Journal of Risk & Insurance
·
2002
·
2 authors
217
citations
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
The Geneva Risk and Insurance Review
·
2001
·
2 authors
·
Open access
86
citations
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
Insurance Mathematics and Economics
·
2000
·
2 authors
·
Open access
399
citations
Life Insurance Liabilities at Market Values: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
43
citations
Valuation of Early Exercisable Interest Rate Guarantees
Journal of Risk & Insurance
·
1997
·
2 authors
·
Open access
95
citations