Details about Anders Grosen
Access statistics for papers by Anders Grosen.
Last updated 2011-10-18. Update your information in the RePEc Author Service.
Short-id: pgr393
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Working Papers
2001
- A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies  View citations (24)
See also Journal Article A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities, The Geneva Risk and Insurance Review, Palgrave Macmillan (2001) View citations (24) (2001)
- Life Insurance Liabilities at Market Value
Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations (38)
Journal Articles
2002
- The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis
Journal of Pension Economics and Finance, 2002, 1, (3), 249-268 View citations (3)
2001
- A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
The Geneva Risk and Insurance Review, 2001, 26, (1), 57-84 View citations (24)
See also Working Paper A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities, Finance Working Papers (2001) View citations (24) (2001)
2000
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
Insurance: Mathematics and Economics, 2000, 26, (1), 37-57 View citations (138)
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