Minimum Rate of Return Guarantees: The Danish Case
We analyze minimum rate of return guarantees for life insurance (investment) contracts and pension plans with L smooth surplus distribution mechanism. We specifically model the smoothing mechanism used by most Danish life insurance companies and pension funds...
Year of publication: |
2001-12-01
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Authors: | Hansen, Mette ; Miltersen, Kristian R. |
Institutions: | International Actuarial Association / Actuarial Approach for Financial Risks |
Subject: | Lebensversicherungsvertrag | Lebensversicherung | Pensionskasse |
Saved in:
Extent: | 263168 bytes 30 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | AFIR Colloquium Tromsø - Norway - June 20-23, 2000 |
Classification: | Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; Norway |
Source: | USB Cologne (business full texts) |
Persistent link: https://www.econbiz.de/10005847502
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