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Minimum Rate of Return Guarantees: The Danish Case
Hansen, Mette; Miltersen, Kristian R. - International Actuarial Association / Actuarial … - 2001
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...
Persistent link: https://www.econbiz.de/10005847502
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Astin bulletin : the journal of the International Actuarial Association
International Actuarial Association / Actuarial Studies …; … - Cambridge : Cambridge University Press; anfangs: Leiden …; … - 1.1958/61 -
Persistent link: https://www.econbiz.de/10010237581
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ASTIN bulletin : the journal of the International Actuarial Association
International Actuarial Association / Actuarial Studies …; … - Cambridge : Cambridge Univ. Press; -2012: Leuven : Peeters - 1.1958/61 -
Persistent link: https://www.econbiz.de/10010239833
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The Astin bulletin : the journal of the ASTIN and AFIR Sections of the International Actuarial Association
International Actuarial Association / Actuarial Studies …; … - Leuven : Peeters - 1.1958/61 -
Persistent link: https://www.econbiz.de/10004087360
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ASTIN bulletin : the journal of the International Actuarial Association
International Actuarial Association / Actuarial Studies …; … - Cambridge : Cambridge Univ. Press - 1.1958/61 -
Persistent link: https://www.econbiz.de/10004807608