Branger, Nicole; Mahayni, Antje; Schneider, Judith C. - In: Insurance: Mathematics and Economics 46 (2010) 3, pp. 485-492
The paper analyzes insurance contracts where the benefits of the insured depend on the performance of an investment strategy and which guarantee a certain interest rate on the contributions made by the insured. The insured has to decide simultaneously on the investment strategy and the guarantee...
