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2. The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk. (2017). Muck, Matthias ; Mahayni, Antje.
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3. Modeling partial Greeks of variable annuities with dependence. (2017). Gan, Guojun ; Valdez, Emiliano A.
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4. On the hedging of liabilities with an endogenous profit sharing mechanism. (2016). Sart, Frederic.
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5. On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes. (2015). Jørgensen, Peter ; Gatzert, Nadine ; Bohnert, Alexander.
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6. Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective. (2012). Gatzert, Nadine ; Bohnert, Alexander.
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7. Risk comparison of different bonus distribution approaches in participating life insurance. (2011). Zemp, Alexandra .
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:49:y:2011:i:2:p:249-264.

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8. Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management. (2011). Delong, Lukasz.
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9. Valuation and hedging of participating life-insurance policies under management discretion. (2009). Kleinow, Torsten.
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10. Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement. (2008). Gatzert, Nadine.
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1. Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. (2021). Hanna, Vanessa ; Devolder, Pierre ; Hieber, Peter.
   In: LIDAM Discussion Papers ISBA.
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2. Pricing and hedging defaultable participating contracts with regime switching and jump risk. (2020). Su, Xiaoshan ; le Courtois, Olivier ; Quittard-Pinon, Franois.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00276-w.

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3. Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry. (2020). Chang-Ye, TU ; Yen-Kuan, Lee ; Wei, Hsuan ; Shih-Chieh, Chang.
   In: Asia-Pacific Journal of Risk and Insurance.
   RePEc:bpj:apjrin:v:14:y:2020:i:1:p:16:n:3.

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4. A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. (2019). Casalini, Riccardo ; Fusai, Gianluca ; Gambaro, Anna Maria ; Ghilarducci, Alessandro.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00242-1.

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5. A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula. (2019). Infante, Jose Arturo ; Alfonsi, Aur'Elien ; Cherchali, Adel.
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6. Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry. (2018). Loisel, Stéphane ; DARPEIX, Pierre-Emmanuel ; Borel-Mathurin, Fabrice ; Guibert, Quentin.
   In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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7. On the hedging of liabilities with an endogenous profit sharing mechanism. (2016). Sart, Frederic.
   In: Post-Print.
   RePEc:hal:journl:hal-01574949.

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8. Main Determinants of Profit Sharing Policy in the French Life Insurance Industry. (2015). Loisel, Stéphane ; Borel-Mathurin, Fabrice ; Guibert, Quentin ; Darpeix, Pierre-Emmanuel.
   In: Working Papers.
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9. Main Determinants of Profit Sharing Policy in the French Life Insurance Industry. (2015). Loisel, Stéphane ; DARPEIX, Pierre-Emmanuel ; Borel-Mathurin, Fabrice ; Guibert, Quentin.
   In: PSE Working Papers.
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10. Main determinants of profit sharing policy in the French life insurance industry. (2015). Loisel, Stéphane ; DARPEIX, Pierre-Emmanuel ; Borel-Mathurin, Fabrice ; Guibert, Q.
    In: Débats Economiques et financiers.
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11. Vorteile der Risikoübernahme in der klassischen Lebensversicherung. (2014). Url, Thomas.
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12. Cross-hedging minimum return guarantees: Basis and liquidity risks. (2014). Ankirchner, Stefan ; Schweizer, Nikolaus ; Schneider, Judith C..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:41:y:2014:i:c:p:93-109.

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13. Hedging of equity-linked with maximal success factor. (2014). Przemyslaw, Klusik .
    In: Papers.
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14. Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees. (2013). Platen, Eckhard ; Fergusson, Kevin.
    In: Research Paper Series.
    RePEc:uts:rpaper:338.

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15. Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach. (2013). Siu, Tak Kuen ; Fard, Farzad Alavi.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:712-721.

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16. The value of interest rate guarantees in participating life insurance contracts: Status quo and alternative product design. (2013). Eling, Martin ; Holder, Stefan .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:491-503.

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17. The Value of Interest Rate Guarantees in Participating Life insurance Contracts: Status Quo and Alternative Product Design. (2012). Eling, Martin ; Holder, Stefan .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:21.

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18. A performance analysis of participating life insurance contracts. (2012). Faust, Roger ; Schmeiser, Hato ; Zemp, Alexandra .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:1:p:158-171.

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19. A joint valuation of premium payment and surrender options in participating life insurance contracts. (2011). Wagner, J. ; Schmeiser, H..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:3:p:580-596.

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20. Risk comparison of different bonus distribution approaches in participating life insurance. (2011). Zemp, Alexandra .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:2:p:249-264.

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21. Quantile hedging for equity-linked contracts. (2011). Palmowski, Zbigniew ; Klusik, Przemyslaw .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:48:y:2011:i:2:p:280-286.

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22. A Natural Hedge for Equity Indexed Annuities. (2011). Boyle, Phelim P ; Bernard, Carole.
    In: Annals of Actuarial Science.
    RePEc:cup:anacsi:v:5:y:2011:i:02:p:211-230_00.

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23. Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management. (2011). Delong, Lukasz.
    In: Papers.
    RePEc:arx:papers:1005.4417.

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24. Solvency capital requirement for German unit-linked insurance products. (2010). Kochanski, Michael.
    In: German Risk and Insurance Review (GRIR).
    RePEc:zbw:grirej:68727.

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25. On the optimal design of insurance contracts with guarantees. (2010). Branger, Nicole ; Schneider, Judith C. ; Mahayni, Antje.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:46:y:2010:i:3:p:485-492.

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26. Optimal design of profit sharing rates by FFT. (2010). Hainaut, Donatien.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:46:y:2010:i:3:p:470-478.

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27. How Deep is the Annuity Market Participation Puzzle?. (2010). Michaelides, Alexander ; Inkmann, Joachim ; Lopes, Paula.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7940.

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28. Pricing the Option to Surrender in Incomplete Markets. (2010). Consiglio, Andrea ; de Giovanni, Domenico.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:77:y:2010:i:4:p:935-957.

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29. Real World Pricing of Long Term Contracts. (2009). Platen, Eckhard.
    In: Research Paper Series.
    RePEc:uts:rpaper:262.

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30. Pricing and capital requirements for with profit contracts: modelling considerations. (2009). Ballotta, Laura.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:9:y:2009:i:7:p:803-817.

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31. Knightian uncertainty and insurance regulation decision. (2009). Chen, An ; Su, Xia.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:32:y:2009:i:1:p:13-33.

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32. The Impact of the Secondary Market on Life Insurers’ Surrender Profits. (2009). Gatzert, Nadine ; Schmeiser, Hato ; Hoermann, Gudrun .
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:76:y:2009:i:4:p:887-908.

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33. Fair Valuation of Participating Life Insurance Contracts with Jump Risk. (2008). le Courtois, Olivier ; François Quittard-Pinon, .
    In: The Geneva Risk and Insurance Review.
    RePEc:pal:genrir:v:33:y:2008:i:2:p:106-136.

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34. Fair valuation of insurance contracts under Lévy process specifications. (2008). Kassberger, Stefan ; Liebmann, Thomas ; Kiesel, Rudiger.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:1:p:419-433.

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35. Asset and liability modelling for participating policies with guarantees. (2008). Consiglio, Andrea ; Zenios, Stavros ; Cocco, Flavio.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:186:y:2008:i:1:p:380-404.

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36. Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts. (2008). Gatzert, Nadine ; Schmeiser, Hato.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:75:y:2008:i:3:p:691-712.

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37. Return Guarantees with Delayed Payment. (2008). Mahayni, Antje B..
    In: German Economic Review.
    RePEc:bla:germec:v:9:y:2008:i::p:207-231.

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38. Return Guarantees with Delayed Payment. (2008). Sandmann, Klaus ; Mahayni, Antje B.
    In: German Economic Review.
    RePEc:bla:germec:v:9:y:2008:i:2:p:207-231.

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39. On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity. (2007). Siu, Tak Kuen.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:14:y:2007:i:3:p:255-275.

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40. Pricing the Option to Surrender in Incomplete Markets. (2007). Consiglio, Andrea ; de Giovanni, Domenico.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2007-02.

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41. The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees. (2007). Kleinow, Torsten ; Willder, Mark.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:40:y:2007:i:3:p:445-458.

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42. Risk-neutral valuation of participating life insurance contracts. (2006). Kiesel, Rudiger ; Russ, Jochen ; Bauer, Daniel ; Kling, Alexander.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:39:y:2006:i:2:p:171-183.

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43. Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets. (2006). Romanyuk, Yuliya ; Melnikov, Alexander.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-43.

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44. Fair valuation of participating policies with surrender options and regime switching. (2005). Siu, Tak Kuen.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:37:y:2005:i:3:p:533-552.

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45. Risk measure and fair valuation of an investment guarantee in life insurance. (2005). Devolder, Pierre ; Barbarin, Jerome.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:37:y:2005:i:2:p:297-323.

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46. Market value of life insurance contracts under stochastic interest rates and default risk. (2005). le Courtois, Olivier ; Quittard-Pinon, Francois ; Bernard, Carole.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:36:y:2005:i:3:p:499-516.

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47. An efficient frontier for participating policies in a continuous-time economy. (2004). Yumae, Shoji ; Iwaki, Hideki.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:35:y:2004:i:3:p:611-625.

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48. The Risk Management of Minimum Return Guarantees. (2003). Schlogl, Erik ; Mahayni, Antje.
    In: Bonn Econ Discussion Papers.
    RePEc:zbw:bonedp:182003.

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49. The Risk Management of Minimum Return Guarantees. (2003). Schlogl, Erik ; Mahayni, Antje.
    In: Research Paper Series.
    RePEc:uts:rpaper:102.

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50. Fair valuation of path-dependent participating life insurance contracts. (2003). Lukkarinen, Jani ; Tanskanen, Antti Juho.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:33:y:2003:i:3:p:595-609.

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