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conservative pricing
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defined-contribution pension plans
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The Risk Management of Minimum Return Guarantees
Mahayni, Antje
;
Schlögl, Erik
-
Finance Discipline Group, Business School
-
2003
-insurance products makes it necessary to lift Black/Scholes assumptions and consider an
uncertain
volatility
scenario, thus explicitly …
Persistent link: https://www.econbiz.de/10004984526
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