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Impact of volatility clustering on equity indexed annuities
Hainaut, Donatien - In: Insurance / Mathematics & economics 71 (2016), pp. 367-381
Persistent link: https://www.econbiz.de/10011630885
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Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit
Neumann, Kai - 1999
Der Autor analysiert die theoretische und empirische Preisbeziehung zwischen fixen Aktienindexterminkontrakten auf den gleichen Kontraktgegenstand (DAX) mit unterschiedlicher Fälligkeit. Die Untersuchung dieser Beziehung ist von der empirischen Kapitalmarktforschung bislang mit Hinweis auf die...
Persistent link: https://www.econbiz.de/10011401952
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - In: The quarterly journal of economics 133 (2018) 1, pp. 71-127
Persistent link: https://www.econbiz.de/10012036812
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Life insurance and pension contracts II : the life cycle model with recursive utility
Aase, Knut K. - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 71-102
Persistent link: https://www.econbiz.de/10011485135
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The risk of variable annuity guarantees and life insurer capital
Baranoff, Etti; Sager, Thomas; Shi, Bo - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 2, pp. 155-192
Persistent link: https://www.econbiz.de/10011537225
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Why do we postpone annuity purchases?
Albis, Hippolyte d’; Kalk, Andrei - In: Journal of mathematical economics 95 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012801384
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Optimal investment for a retirement plan with deferred annuities
Owadally, Iqbal; Jang, Chul; Clare, Andrew D. - In: Insurance / Mathematics & economics 98 (2021), pp. 51-62
Persistent link: https://www.econbiz.de/10012545262
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Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
Kirkby, J. Lars; Nguyen, Duy - In: Insurance / Mathematics & economics 100 (2021), pp. 408-428
Persistent link: https://www.econbiz.de/10012622402
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Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal; Jang, Chul; Clare, Andrew D. - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446