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North American Actuarial Journal Volume 10, 2006 - Issue 4
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Original Articles

Development and Pricing of a New Participating Contract

Carole L. Bernard PhD University of Lyon 1, 255 chemin des Peyrières, 07100 Boulieu les Annonay, France
,
Olivier A. Le Courtois PhD and Series 7, is an Associate Professor Finance, EM Lyon Graduate School of Management, 23 Avenue Guy de Collongue, 69134 Ecully Cedex, France
&
François M. Quittard-Pinon PhD Finance, University of Lyon 1, 50 Avenue Tony Garnier, 69007 Lyon, France
Pages 179-195 | Published online: 02 Jan 2013

Citations (9)

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Read on this site (2)

Shang-Yin Yang, Ya-Wen Hwang & Shih-Chieh Bill Chang. (2012) The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance. North American Actuarial Journal 16:4, pages 513-523.
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Carole Bernard, Olivier Le Courtois & François Quittard-Pinon. (2010) Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework. North American Actuarial Journal 14:1, pages 131-149.
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Articles from other publishers (7)

Olivier Le Courtois, François Quittard-Pinon & Xiaoshan Su. (2020) Pricing and hedging defaultable participating contracts with regime switching and jump risk. Decisions in Economics and Finance 43:1, pages 303-339.
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CHI MAN LEUNG & YUE KUEN KWOK. (2017) NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD. International Journal of Theoretical and Applied Finance 20:07, pages 1750046.
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Ana Rita Ramos & Onofre Alves Simões. (2013) Valuing the profit share in participating pure-endowment policies with return of premiums. European Actuarial Journal 3:2, pages 515-533.
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Olivier Le Courtois & Hidetoshi Nakagawa. (2011) ON SURRENDER AND DEFAULT RISKS. Mathematical Finance 23:1, pages 143-168.
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Carole Bernard & Phelim P. Boyle. (2011) A Natural Hedge for Equity Indexed Annuities. Annals of Actuarial Science 5:2, pages 211-230.
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Carole Bernard & An Chen. (2009) On the regulator–insurer interaction in a structural model. Journal of Computational and Applied Mathematics 233:1, pages 3-15.
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An Chen & Xia Su. (2009) Knightian uncertainty and insurance regulation decision. Decisions in Economics and Finance 32:1, pages 13-33.
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