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Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Journal of Economic Dynamics and Control 28 (2004) 11, pp. 2239-2260
Persistent link: https://www.econbiz.de/10005229498
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Conditional dominance criteria: definition and application to risk-management
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Insurance: Mathematics and Economics 25 (1999) 3, pp. 295-306
Persistent link: https://www.econbiz.de/10005374565
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Optimal investment strategies in the presence of a minimum guarantee
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Insurance: Mathematics and Economics 33 (2003) 1, pp. 189-207
Persistent link: https://www.econbiz.de/10005374865