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Pricing and upper price bounds...
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1
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
Saved in:
2
Variable annuities and the option to seek risk : why should you diversify?
Mahayni, Antje
;
Schneider, Judith Christiane
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2417-2428
Persistent link: https://www.econbiz.de/10009656192
Saved in:
3
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
Saved in:
4
Variable annuities and the option to seek risk : why should you diversify?
Mahayni, Antje
;
Schneider, Judith Christiane
-
2010
Persistent link: https://www.econbiz.de/10008656675
Saved in:
5
Structured life insurance and investment products for retail investors
Schneider, Judith Christiane
-
2011
Persistent link: https://www.econbiz.de/10009422840
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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