Uploaded by Emmanuel Boamah

Research 1

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1. SCANDINAVIAN ACTUARIAL JOURNAL
❖ Lapse rate modeling: A Rational Expectation Approach
❖ Mixed Participating and Unit-Linked Life Insurance contracts: Design, Pricing and Optimal
Strategy.
❖ Insurance Pricing in an equilibrium Model
❖ Indifferent pricing of pure Endowment via BSDEs under Partial information.
❖ Retrospective reserves and Bonus
2. JOURNAL OF RISK AND INSURANCE
❖ Pricing strategies in German Term Life insurance market; An Empirical Analysis
❖ Conceptual Model for Pricing Health and Life Insurance using Wearable Technology.
❖ Impact of parameter uncertainty in insurance pricing and reserve with temperature
related mortality model.
❖ An examination of life insurance policy surrender and loan activity.
3. NORTH AMERICAN ACTUARIAL JOURNAL
❖ Different Shades of Risk: Mortality trends implied by Term life Insurance Prices
❖ The Liability regime of Insurance Pools and its Impact on Pricing
4. EUROPEAN ACTUARIAL JOURNAL
❖ Long term stability of a life insurer’s balance sheet
❖ Valuation of mixed life insurance contracts under stochastic correlated mortality and
interest rates
❖ Impact of rough Stochastic volatility models on long-term life insurance pricing
❖ Identifying the determinants of lapse rates in life insurance: An Automated Lasso
Approach
❖ Equivalence Principle and Jewell’s Inequality
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