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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

Tractable hedging with additional hedge instruments

Branger, Nicole; Mahayni, Antje - In: Review of derivatives research 14 (2011) 1, pp. 85-114

Persistent link: https://www.econbiz.de/10009272489

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/10003389801

Pricing and upper price bounds of relax certificates

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

Persistent link: https://www.econbiz.de/10009316367

Robustness of stable volatility strategies

Branger, Nicole; Mahayni, Antje; Zieling, Daniel - In: Journal of economic dynamics & control 60 (2015), pp. 134-151

Persistent link: https://www.econbiz.de/10011575084

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

Effectiveness of hedging strategies under model misspecification and trading restrictions

Mahayni, Antje - In: International journal of theoretical and applied finance 6 (2003) 5, pp. 521-552

Persistent link: https://www.econbiz.de/10001787585

Pricing derivative securities using cross-entropy : an economic analysis

Branger, Nicole - In: International journal of theoretical and applied finance 7 (2004) 1, pp. 63-81

Persistent link: https://www.econbiz.de/10001946395

The risk management of minimum return guarantees

Mahayni, Antje; Schlögl, Erik - In: Business research 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/10003716147

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/10003311520