Risk analysis of annuity conversion options in a stochastic mortality environment
By Alexander Kling, Jochen Ruß and Katja Schilling
| Year of publication: |
2014
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|---|---|
| Authors: | Kling, Alexander ; Ruß, Jochen ; Schilling, Katja |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 2, p. 197-236
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| Subject: | Financial risk | longevity risk | guaranteed annuity option | guaranteed minimum income benefit | valuation and risk analysis of embedded guarantees | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Risiko | Risk | Optionspreistheorie | Option pricing theory | Risikomodell | Risk model | Altersvorsorge | Retirement provision | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010393961