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Publications by Alexander Szimayer

The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees

SSRN Electronic Journal

English

The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts

SSRN Electronic Journal

English

Related publications

Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies

SSRN Electronic Journal

English

The Impact of the Secondary Market on Life Insurers’ Surrender Profits

Journal of Risk and Insurance

English

Life Insurance Linked to Investment Units: Comparison of the Serbian and Hungarian Markets

Anali Ekonomskog fakulteta u Subotici

English

Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market

Journal of Probability and Statistics

English

Asymmetric Adjustment of Insurance Profits: Evidence From the U.S. Non-Life Insurance Markets

Economic Research-Ekonomska Istrazivanja

English

Optimal Surrender Strategies for Equity-Indexed Annuity Investors

Insurance: Mathematics and Economics

English

The Impacts of Brexit on European Equity Markets

Financial Assets and Investing

English

The Internationalization of Equity Markets

Journal of Banking and Finance

English

Private Equity Value Creation in Finance: Evidence From Life Insurance

SSRN Electronic Journal

English