A mixed bond and equity fund model for the valuation of variable annuities
by Maciej Augustyniak, Frédéric Godin and Emmanuel Hamel
| Year of publication: |
2021
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|---|---|
| Authors: | Augustyniak, Maciej ; Godin, Frédéric ; Hamel, Emmanuel |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 51.2021, 1, p. 131-159
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| Subject: | basis risk | bond fund | investment guarantee | Mutual fund model | variable annuities | yield curve | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Anleihe | Bond | Zinsstruktur | Yield curve | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Rentenmarkt | Bond market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.37 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437276