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Max-Min optimization problem for Variable Annuities pricing
Blanchet-Scalliet, Christophette; Chevalier, Etienne; … - HAL - 2014
We study the valuation of variable annuities for an insurer. We concentrate on two types of these contracts that are the guaranteed minimum death benefits and the guaranteed minimum living benefits ones and that allow the insured to withdraw money from the associated account. As for many...
Persistent link: https://www.econbiz.de/10010821370
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Indifference fee rate for variable annuities
Chevalier, Etienne; Lim, Thomas; Roméro, Ricardo Romo - HAL - 2014
In this paper, we work on indifference valuation of variable annuities and give a computation method for indifference fees. We focus on the guaranteed minimum death benefits and the guaranteed minimum living benefits and allow the policyholder to make withdrawals. We assume that the fees are...
Persistent link: https://www.econbiz.de/10010899322
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Knowledge governance within clusters: the case of small firms
Bocquet, Rachel; Mothe, Caroline - HAL - 2010
integration at the cluster level. Moreover, the literature on clusters has not focused on the role that governance may play in … analysing the role of cluster governance in knowledge management. An empirical study of two small French firm clusters was … characterized by distinct knowledge management processes. In both cases, governance was necessary in order to support knowledge …
Persistent link: https://www.econbiz.de/10010741981
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Impact of Mandatory IFRS Adoption on Conditional Conservatism in Europe
André, Paul; Filip, Andrei; Paugam, Luc - HAL - 2013
conservatism across our three measures. While there is no change in weak enforcement/governance countries which remain less … conditionally conservative than strong enforcement/governance countries, the latter exhibit a significant decrease. Further, we …
Persistent link: https://www.econbiz.de/10010820448