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
|
|---|---|
| Authors: | Augustyniak, Maciej ; Godin, Frédéric ; Hamel, Emmanuel |
| Subject: | basis risk | bond fund | investment guarantee | Mutual fund model | variable annuities | yield curve | Investmentfonds | Investment Fund | Anleihe | Bond | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Rentenfonds | Bond fund | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Theorie | Theory | Öffentliche Anleihe | Public bond | Aktienfonds | Equity fund | CAPM | Risikoprämie | Risk premium | Risiko | Risk |
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