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On the optimal design of insurance contracts with guarantees
Branger, Nicole; Mahayni, Antje; Schneider, Judith … - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 485-492
Persistent link: https://www.econbiz.de/10003981145
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Minimum return guarantees, investment caps, and investment flexibility
Mahayni, Antje; Schneider, Judith Christiane - In: Review of derivatives research 19 (2016) 2, pp. 85-111
Persistent link: https://www.econbiz.de/10011927955
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Structured life insurance and investment products for retail investors
Schneider, Judith Christiane - 2011
Persistent link: https://www.econbiz.de/10009422840
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Optimal collective investment : an analysis of individual welfare
Branger, Nicole; Chen, An; Mahayni, Antje; Nguyen, Thai - In: Mathematics and financial economics 17 (2023) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
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Performance evaluation of optimized portfolio insurance strategies
Zieling, Daniel; Mahayni, Antje; Balder, Sven - In: Journal of banking & finance 43 (2014), pp. 212-225
Persistent link: https://www.econbiz.de/10010410003
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Time-consistency of optimal investment under smooth ambiguity
Balter, Anne G.; Mahayni, Antje; Schweizer, Nikolaus - In: European journal of operational research : EJOR 293 (2021) 2, pp. 643-657
Persistent link: https://www.econbiz.de/10012513245
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Minimum return guarantees with fund switching rights : an optimal stopping problem
Mahayni, Antje; Schoenmakers, John - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1880-1897
Persistent link: https://www.econbiz.de/10009316471
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Vergleich von Garantiekonzepten im Kontext innovativer Lebensversicherungsprodukte
Mahayni, Antje; Muck, Matthias - 2017
Persistent link: https://www.econbiz.de/10011637130
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Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole; Mahayni, Antje - In: European journal of operational research : EJOR 315 (2024) 1, pp. 393-410
Persistent link: https://www.econbiz.de/10014562844
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On the Optimal Design of Insurance Contracts with Guarantees
Branger, Nicole - 2010
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...
Persistent link: https://www.econbiz.de/10013141554