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On accounting standards and fair valuation of life insurance and pension liabilities
16 references·4 citing·28 second hop
On accounting standards and fair valuation of life insurance and pension liabilities (2004)On accounting standards and fair valuatio…Scandinavian Actuarial Journal (2008)Scandinavian Actuarial JournalTheory of rational option pricing (2005)Theory of rational option pri…Triumph of the optimists: 101 years of global investment returns (2003)Triumph of the optimists: 101…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Financial Accounting Theory (2003)Financial Accounting TheoryTriumph of the Optimists (2002)Triumph of the OptimistsMortality derivatives and the option to annuitise (2001)Mortality derivatives and the…Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (2000)Fair valuation of life insura…Financial markets and corporate strategy (1997)Financial markets and corpora…Continuous-Time Finance. (1991)Continuous-Time Finance.Principles of corporate finance (1982)Principles of corporate finan…Equilibrium Prices of Guarantees under Equity-Linked Contracts (1977)Equilibrium Prices of Guarant…The pricing of equity-linked life insurance policies with an asset value guarantee (1976)The pricing of equity-linked …Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetA comparison of three different pension savings products with special emphasis on the payout phase (2011)A comparison of three differe…Lapse rate modeling: a rational expectation approach (2008)Lapse rate modeling: a ration…Implications of IFRS for the European Insurance Industry—Insights From Capital Market Theory (2007)Implications of IFRS for the …Default risk, bankruptcy procedures and the market value of life insurance liabilities (2006)Default risk, bankruptcy proc…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Size and Book-to-Market Factors in Earnings and Returns (1995)Value versus Growth: The International Evidence (1998)Chapter 13 Consumption-based asset pricing (2003)Is size dead? A review of the size effect in equity returns (2011)Predictive regressions with time-varying coefficients (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Top-Management Compensation and Capital Structure (1993)Relationship between innovativeness, quality, growth, profitability, and market value (2005)Does Investor Misvaluation Drive the Takeover Market? (2006)Arbitrage Theory in Continuous Time (1998)Facts and Fantasies about Commodity Futures (2006)A critical review on supply chain risk – Definition, measure and modeling (2014)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Backward Stochastic Differential Equations in Finance (1997)Sustainable Development and Corporate Performance: A Study Based on the Dow Jones Sustainability Index (2007)Corporate Governance and Sustainability Performance: Analysis of Triple Bottom Line Performance (2016)ESG practices and the cost of debt: Evidence from EU countries (2019)Option pricing: A simplified approach (1979)Crises and Recoveries in an Empirical Model of Consumption Disasters (2013)Household Finance: An Emerging Field (2013)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 2003Financial Accounting Theory1,168 cited
  • 1982Principles of corporate finance990 cited
  • 2002Triumph of the Optimists659 cited
  • 2003Triumph of the optimists: 101 years of global investment returns585 cited
  • 1997Financial markets and corporate strategy552 cited
  • 1976The pricing of equity-linked life insurance policies with an asset value guarantee509 cited
  • 2000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies399 cited
  • 2001Mortality derivatives and the option to annuitise314 cited
  • 2008Scandinavian Actuarial Journal261 cited
  • 1977Equilibrium Prices of Guarantees under Equity-Linked Contracts253 cited

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Cited by

  • 2006Default risk, bankruptcy procedures and the market value of life insurance liabilities56 cited
  • 2008Lapse rate modeling: a rational expectation approach53 cited
  • 2011A comparison of three different pension savings products with special emphasis on the payout phase26 cited
  • 2007Implications of IFRS for the European Insurance Industry—Insights From Capital Market Theory26 cited