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The portable guarantee to exchange back an old defined benefit for a new defined contribution (DC) pension plan
Chen, Chao-liang - In: Applied economics 38 (2006) 6, pp. 699-706
Persistent link: https://www.econbiz.de/10003320385
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - 2010
Persistent link: https://www.econbiz.de/10008662192
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The fair price of Guaranteed Lifelong Withdrawal Benefit option in Variable Annuity
Piscopo, Gabriella - In: Problems and perspectives in management : PPM ; … 7 (2009) 4, pp. 79-83
Persistent link: https://www.econbiz.de/10003947833
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Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda; Rayée, Grégory - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
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Under what conditions is an insurance guaranty fund beneficial for policyholders?
Rymaszewski, Przemysław; Schmeiser, Hato; Wagner, Joël - In: The journal of risk and insurance : the journal of the … 79 (2012) 3, pp. 785-815
Persistent link: https://www.econbiz.de/10009616219
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
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The risk management of minimum return guarantees
Mahayni, Antje; Schlögl, Erik - 2003
Persistent link: https://www.econbiz.de/10002250900
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The risk management of minimum return guarantees
Mahayni, Antje (contributor); Schlögel, Erik (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344
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Die Bewertung von Beteiligungsgarantien zur Förderung von Risikokapital
Fischer, Edwin O.; Keber, Christian - In: Finanzmanagement 1999, (pp. 131-150). 1999
Persistent link: https://www.econbiz.de/10001438618
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Pricing Variable Annuity Guarantees in a Local Volatility Framework
Rayée, Grégory - 2012
In this paper, we study the price of Variable Annuity Guarantees, especially of Guaranteed Annuity Options (GAO) and Guaranteed Minimum Income Benefit (GMIB), and this in the settings of a derivative pricing model where the underlying spot (the fund) is locally governed by a geometric Brownian...
Persistent link: https://www.econbiz.de/10013108124