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Forschung - Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten

Mahayni, Antje; Suchanecki, Michael - In: Journal of business economics : JBE 76 (2006) 4, pp. 347-372

Persistent link: https://www.econbiz.de/10007019508

Default risk, bankruptcy procedures and the market value of life insurance liabilities

Chen, An; Suchanecki, Michael - In: Insurance / Mathematics & economics 40 (2007) 2, pp. 231-255

Persistent link: https://www.econbiz.de/10007397166

Tractable hedging: An implementation of robust hedging strategies

Branger, Nicole; Mahayni, Antje - In: Journal of economic dynamics & control 30 (2006) 11, pp. 1937-1962

Persistent link: https://www.econbiz.de/10007278291

Effectiveness of CPPI strategies under discrete-time trading

Balder, Sven; Brandl, Michael; Mahayni, Antje - In: Journal of economic dynamics & control 33 (2009) 1, pp. 204-220

Persistent link: https://www.econbiz.de/10008162048

On the optimal design of insurance contracts with guarantees

Branger, Nicole; Mahayni, Antje; Schneider, Judith C. - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 485-493

Persistent link: https://www.econbiz.de/10008412228

The risk management of minimum return guarantees

Mahayni, Antje; Schlögl, Erik - In: Business research : BuR ; official open access journal … 1 (2008) 1, pp. 55-76

Contracts paying a guaranteed minimum rate of return and a fraction of a positive excess rate, which is specified relative to a benchmark portfolio, are closely related to unit-linked life-insurance products and can be considered as alternatives to direct investment in the underlying benchmark....

Persistent link: https://www.econbiz.de/10009958971

Deferred life annuities : on the combined effects of stochastic mortality and interest rates

Mahayni, Antje; Steuten, Daniel - In: Review of managerial science 7 (2013) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10010076445

Pricing and upper price bounds of relax certificates

Branger, Nicole; Mahayni, Antje; Schneider, Judith C. - In: Review of managerial science 5 (2011) 4, pp. 309-336

Persistent link: https://www.econbiz.de/10009885068

Primaldual linear Monte Carlo algorithm for multiple stoppingan application to flexible caps

BALDER, SVEN; MAHAYNI, ANTJE; SCHOENMAKERS, JOHN - In: Quantitative finance 13 (2013) 7, pp. 1003-1013

Persistent link: https://www.econbiz.de/10010141819

Minimum return guarantees with fund switching rights—An optimal stopping problem

Mahayni, Antje; Schoenmakers, John G.M. - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1880-1898

Persistent link: https://www.econbiz.de/10009331091